+37.9%
NVO vs MP
+278.3%
-240.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.0% | -1.2% |
| 7D | +0.9% | +11.0% | -10.1% | +0.3% |
| 30D | +6.8% | -11.7% | +18.5% | +7.4% |
| 3M | -11.3% | -30.8% | +19.5% | -9.7% |
| 6M | -12.4% | -42.9% | +30.5% | -10.2% |
| YTD | -16.1% | -25.9% | +9.8% | -15.6% |
| 1Y | -15.1% | -37.3% | +22.2% | -13.9% |
| 3Y | -56.2% | +150.7% | -206.9% | -59.7% |
| 5Y | -19.4% | -19.3% | -0.1% | -23.2% |
| All | +37.9% | +278.3% | -240.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling