+136.0%
NVO vs MAR
+450.9%
-314.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.3% |
| 7D | -7.6% | -0.5% | -7.0% | -7.5% |
| 30D | -6.0% | -5.4% | -0.6% | -5.3% |
| 3M | -0.8% | -15.5% | +14.7% | +1.2% |
| 6M | +16.5% | +3.0% | +13.5% | +15.8% |
| YTD | -11.1% | +8.5% | -19.6% | -12.2% |
| 1Y | -16.7% | +26.0% | -42.7% | -19.3% |
| 3Y | -52.9% | +68.6% | -121.5% | -55.9% |
| 5Y | -3.0% | +157.4% | -160.3% | -12.6% |
| All | +136.0% | +450.9% | -314.9% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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