+51.2%
NVO vs MP
+448.5%
-397.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | -4.7% | -0.7% | -4.0% | -4.7% |
| 30D | -5.4% | -0.7% | -4.8% | -5.5% |
| 3M | +7.0% | 0.0% | +7.0% | +6.7% |
| 6M | +17.6% | -10.0% | +27.6% | +17.5% |
| YTD | -8.0% | +7.5% | -15.5% | -9.2% |
| 1Y | -13.8% | -14.0% | +0.2% | -14.3% |
| 3Y | -50.3% | +153.5% | -203.8% | -54.4% |
| 5Y | +0.7% | +62.7% | -62.1% | -6.6% |
| All | +51.2% | +448.5% | -397.3% | +28.7% |
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