+16,246.4%
NVO vs MCO
+7,284.8%
+8,961.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -7.4% | -7.3% | 0.0% | -5.8% |
| 30D | -5.5% | -1.7% | -3.8% | -5.2% |
| 3M | +4.1% | +3.9% | +0.2% | +3.2% |
| 6M | +19.3% | +3.8% | +15.5% | +18.2% |
| YTD | -9.2% | -7.9% | -1.3% | -7.7% |
| 1Y | -15.0% | -6.8% | -8.2% | -13.9% |
| 3Y | -50.9% | +40.9% | -91.8% | -54.4% |
| 5Y | -0.9% | +27.5% | -28.3% | -7.3% |
| 10Y | +152.4% | +381.4% | -229.0% | +82.2% |
| All | +16,246.4% | +7,284.8% | +8,961.6% | +7,687.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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