+0.6%
NVO vs MP
+61.8%
-61.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.2% |
| 7D | +0.1% | +3.0% | -2.9% | -0.1% |
| 30D | -3.2% | +8.3% | -11.6% | -3.8% |
| 3M | +11.5% | -3.8% | +15.3% | +11.4% |
| 6M | +22.9% | -4.9% | +27.8% | +22.3% |
| YTD | -6.8% | +9.6% | -16.4% | -8.3% |
| 1Y | -12.6% | -11.7% | -0.9% | -13.5% |
| 3Y | -49.6% | +158.5% | -208.1% | -55.1% |
| 5Y | +0.6% | +68.9% | -68.3% | -10.3% |
| All | +0.6% | +61.8% | -61.2% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling