-7.0%
NVO vs MP
-40.8%
+33.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.5% |
| 3M | -13.6% | -33.3% | +19.7% | -11.8% |
| 6M | -10.5% | -45.9% | +35.4% | -6.7% |
| YTD | -16.0% | -27.8% | +11.8% | -15.3% |
| 1Y | -7.0% | -43.2% | +36.2% | -6.0% |
| All | -7.0% | -40.8% | +33.8% | -6.0% |
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