+218.9%
NVO vs MPC
+1,171.2%
-952.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +3.3% | +11.2% | -8.0% | +2.1% |
| 30D | +9.2% | -14.5% | +23.7% | +10.8% |
| 3M | -9.8% | +16.7% | -26.4% | -11.4% |
| 6M | -10.4% | +67.6% | -78.0% | -15.6% |
| YTD | -14.1% | +157.9% | -172.0% | -23.2% |
| 1Y | -11.1% | +116.7% | -127.7% | -18.9% |
| 3Y | -54.9% | +199.8% | -254.7% | -60.8% |
| 5Y | -17.4% | +604.4% | -621.9% | -35.4% |
| All | +218.9% | +1,171.2% | -952.3% | +137.4% |
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