+4,817.6%
NVO vs MAR
+2,460.4%
+2,357.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.5% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | -5.4% | -4.7% | -0.8% | -4.6% |
| 3M | +7.0% | -15.6% | +22.6% | +10.1% |
| 6M | +17.6% | +1.2% | +16.4% | +17.0% |
| YTD | -8.0% | +7.5% | -15.5% | -9.6% |
| 1Y | -13.8% | +26.6% | -40.5% | -17.9% |
| 3Y | -50.3% | +66.0% | -116.2% | -55.1% |
| 5Y | +0.7% | +154.1% | -153.4% | -17.1% |
| 10Y | +155.6% | +441.9% | -286.3% | +69.9% |
| All | +4,817.6% | +2,460.4% | +2,357.2% | +2,218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling