+38.1%
NVO vs MP
+268.3%
-230.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.5% |
| 7D | +1.3% | -3.6% | +4.9% | +1.4% |
| 30D | +5.3% | -21.0% | +26.3% | +6.6% |
| 3M | -13.6% | -33.3% | +19.7% | -11.9% |
| 6M | -10.5% | -45.9% | +35.4% | -8.0% |
| YTD | -16.0% | -27.8% | +11.8% | -15.4% |
| 1Y | -7.0% | -43.2% | +36.2% | -5.2% |
| 3Y | -56.1% | +144.0% | -200.2% | -59.6% |
| 5Y | -19.0% | -6.1% | -12.9% | -23.1% |
| All | +38.1% | +268.3% | -230.2% | +19.9% |
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