+14,233.7%
NVO vs MDY
+2,615.3%
+11,618.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -0.8% |
| 7D | -4.7% | -0.8% | -4.0% | -4.4% |
| 30D | -5.4% | -3.9% | -1.6% | -3.8% |
| 3M | +7.0% | 0.0% | +7.0% | +6.8% |
| 6M | +17.6% | +8.5% | +9.1% | +13.1% |
| YTD | -8.0% | +13.2% | -21.3% | -13.1% |
| 1Y | -13.8% | +15.0% | -28.9% | -19.0% |
| 3Y | -50.3% | +49.6% | -99.8% | -58.7% |
| 5Y | +0.7% | +46.0% | -45.4% | -16.7% |
| 10Y | +155.6% | +176.4% | -20.8% | +52.0% |
| All | +14,233.7% | +2,615.3% | +11,618.4% | +3,960.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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