+32,286.5%
NVO vs MDT
+7,757.5%
+24,529.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -4.7% | -0.3% | -4.4% | -4.7% |
| 30D | -5.4% | +2.8% | -8.2% | -5.9% |
| 3M | +7.0% | +13.1% | -6.1% | +4.5% |
| 6M | +17.6% | +2.3% | +15.3% | +16.9% |
| YTD | -8.0% | -2.7% | -5.4% | -8.0% |
| 1Y | -13.8% | +0.9% | -14.7% | -14.3% |
| 3Y | -50.3% | +26.8% | -77.1% | -52.8% |
| 5Y | +0.7% | -19.5% | +20.1% | +2.8% |
| 10Y | +155.6% | +40.6% | +115.0% | +133.7% |
| All | +32,286.5% | +7,757.5% | +24,529.0% | +17,661.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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