-16.7%
NVO vs MDB
+7.4%
-24.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.8% |
| 7D | -7.6% | -1.8% | -5.8% | -7.4% |
| 30D | -6.0% | -17.3% | +11.3% | -4.2% |
| 3M | -0.8% | +2.2% | -3.0% | -2.4% |
| 6M | +16.5% | +33.9% | -17.4% | +6.2% |
| YTD | -11.1% | -13.7% | +2.6% | -12.2% |
| 1Y | -16.7% | +9.1% | -25.8% | -17.8% |
| All | -16.7% | +7.4% | -24.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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