-16.7%
NVO vs MAR
+28.2%
-44.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | -7.6% | -0.5% | -7.0% | -7.5% |
| 30D | -6.0% | -5.4% | -0.6% | -4.9% |
| 3M | -0.8% | -15.5% | +14.7% | +2.6% |
| 6M | +16.5% | +3.0% | +13.5% | +14.0% |
| YTD | -11.1% | +8.5% | -19.6% | -13.9% |
| 1Y | -16.7% | +26.0% | -42.7% | -20.8% |
| All | -16.7% | +28.2% | -44.9% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling