-12.8%
NVO vs MGY
+15.5%
-28.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -2.0% |
| 7D | +2.2% | +2.1% | +0.1% | +2.3% |
| 30D | +6.0% | +13.8% | -7.8% | +6.8% |
| 3M | +7.9% | -4.3% | +12.2% | +7.4% |
| 6M | +27.1% | -5.1% | +32.1% | +25.4% |
| YTD | -3.8% | +24.8% | -28.6% | -7.9% |
| 1Y | -12.8% | +11.8% | -24.7% | -14.2% |
| All | -12.8% | +15.5% | -28.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling