+125.4%
NVO vs MDB
+1,017.4%
-892.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.5% |
| 7D | +2.2% | -17.4% | +19.6% | +3.9% |
| 30D | +6.0% | -2.0% | +8.0% | +5.8% |
| 3M | +7.9% | -3.0% | +10.9% | +7.4% |
| 6M | +27.1% | +48.7% | -21.6% | +20.4% |
| YTD | -3.8% | -12.1% | +8.3% | -4.1% |
| 1Y | -12.8% | +14.5% | -27.3% | -15.5% |
| 3Y | -46.3% | -6.1% | -40.2% | -48.8% |
| 5Y | +3.6% | -27.3% | +30.9% | -3.4% |
| All | +125.4% | +1,017.4% | -892.0% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling