-8.2%
NVO vs MPC
+122.9%
-131.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -8.1% | +13.1% | +4.5% |
| 7D | +10.2% | -10.9% | +21.1% | +9.6% |
| 30D | +12.4% | -9.4% | +21.8% | +11.8% |
| 3M | -3.5% | +26.0% | -29.5% | -2.0% |
| 6M | -3.8% | +56.5% | -60.3% | -1.7% |
| YTD | -13.0% | +144.3% | -157.2% | -10.7% |
| 1Y | -8.2% | +117.2% | -125.5% | -4.1% |
| All | -8.2% | +122.9% | -131.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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