+4,407.5%
MU vs NVO
+220.4%
+4,187.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.2% |
| 7D | +12.8% | +3.3% | +9.5% | +11.8% |
| 30D | -14.9% | +9.2% | -24.1% | -16.9% |
| 3M | -18.0% | -9.8% | -8.3% | -16.0% |
| 6M | -3.1% | -10.4% | +7.3% | -1.8% |
| YTD | +172.9% | -14.1% | +187.0% | +176.3% |
| 1Y | +228.8% | -11.1% | +239.9% | +228.3% |
| 3Y | +950.8% | -54.9% | +1,005.8% | +1,138.6% |
| 5Y | +931.3% | -17.4% | +948.7% | +805.3% |
| All | +4,407.5% | +220.4% | +4,187.1% | +2,392.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling