-51.9%
NVO vs MDB
-2.1%
-49.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.6% | -1.7% |
| 7D | -7.4% | -2.8% | -4.6% | -7.1% |
| 30D | -5.5% | -14.9% | +9.4% | -4.2% |
| 3M | +4.1% | +7.3% | -3.2% | +2.4% |
| 6M | +19.3% | +38.2% | -18.8% | +12.7% |
| YTD | -9.2% | -10.9% | +1.7% | -10.0% |
| 1Y | -15.0% | +11.6% | -26.7% | -17.6% |
| All | -51.9% | -2.1% | -49.8% | -52.2% |
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