-54.9%
NVO vs MDB
-11.2%
-43.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +2.6% |
| 7D | +3.3% | +6.8% | -3.6% | +2.6% |
| 30D | +9.2% | -6.2% | +15.4% | +9.6% |
| 3M | -9.8% | -29.2% | +19.5% | -7.4% |
| 6M | -10.4% | +10.3% | -20.7% | -13.5% |
| YTD | -14.1% | -20.4% | +6.3% | -14.5% |
| 1Y | -11.1% | -4.8% | -6.3% | -13.0% |
| 3Y | -54.9% | -11.6% | -43.4% | -56.8% |
| All | -54.9% | -11.2% | -43.7% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling