+136.0%
NVO vs MPC
+1,179.0%
-1,042.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -7.6% | +1.8% | -9.4% | -7.8% |
| 30D | -6.0% | +14.0% | -20.0% | -7.3% |
| 3M | -0.8% | +52.2% | -53.0% | -5.4% |
| 6M | +16.5% | +75.8% | -59.3% | +9.0% |
| YTD | -11.1% | +146.3% | -157.4% | -20.1% |
| 1Y | -16.7% | +120.8% | -137.5% | -24.3% |
| 3Y | -52.9% | +172.6% | -225.6% | -58.7% |
| 5Y | -3.0% | +678.2% | -681.2% | -25.2% |
| All | +136.0% | +1,179.0% | -1,042.9% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling