-15.1%
NVO vs MP
-39.6%
+24.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.0% | -1.2% |
| 7D | +0.9% | +11.0% | -10.1% | +0.2% |
| 30D | +6.8% | -11.7% | +18.5% | +7.5% |
| 3M | -11.3% | -30.8% | +19.5% | -9.3% |
| 6M | -12.4% | -42.9% | +30.5% | -8.7% |
| YTD | -16.1% | -25.9% | +9.8% | -16.3% |
| 1Y | -15.1% | -37.3% | +22.2% | -14.5% |
| All | -15.1% | -39.6% | +24.5% | -14.5% |
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