+14,834.6%
MO vs NVO
+31,806.5%
-16,971.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.5% |
| 7D | -1.0% | -7.4% | +6.4% | -0.2% |
| 30D | +5.8% | -5.5% | +11.3% | +6.4% |
| 3M | -4.5% | +4.1% | -8.6% | -5.1% |
| 6M | +5.7% | +19.3% | -13.6% | +3.3% |
| YTD | +23.1% | -9.2% | +32.3% | +23.1% |
| 1Y | +10.9% | -15.0% | +25.9% | +11.4% |
| 3Y | +96.1% | -50.9% | +147.0% | +105.3% |
| 5Y | +100.1% | -0.9% | +100.9% | +87.0% |
| 10Y | +114.0% | +152.4% | -38.5% | +73.1% |
| All | +14,834.6% | +31,806.5% | -16,971.9% | +4,670.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling