-15.0%
NVO vs MP
-19.8%
+4.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.9% |
| 7D | -7.4% | -4.6% | -2.8% | -7.1% |
| 30D | -5.5% | -7.1% | +1.6% | -5.1% |
| 3M | +4.1% | -4.0% | +8.1% | +4.3% |
| 6M | +19.3% | -16.7% | +36.0% | +20.0% |
| YTD | -9.2% | +1.6% | -10.8% | -9.9% |
| 1Y | -15.0% | -17.8% | +2.8% | -14.4% |
| All | -15.0% | -19.8% | +4.7% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling