+5,731.6%
MU vs NVO
+143.1%
+5,588.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | -4.1% | -7.6% | +3.5% | -2.0% |
| 30D | +7.0% | -6.0% | +13.0% | +8.7% |
| 3M | -2.1% | -0.8% | -1.3% | -3.1% |
| 6M | +133.1% | +16.5% | +116.6% | +118.7% |
| YTD | +241.9% | -11.1% | +253.0% | +243.7% |
| 1Y | +548.8% | -16.7% | +565.5% | +563.8% |
| 3Y | +1,308.2% | -52.9% | +1,361.1% | +1,533.5% |
| 5Y | +1,260.7% | -3.0% | +1,263.7% | +1,031.0% |
| All | +5,731.6% | +143.1% | +5,588.6% | +3,248.1% |
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