-11.1%
NVO vs MPC
+113.7%
-124.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +3.3% | +11.2% | -8.0% | +3.6% |
| 30D | +9.2% | -14.5% | +23.7% | +8.5% |
| 3M | -9.8% | +16.7% | -26.4% | -8.9% |
| 6M | -10.4% | +67.6% | -78.0% | -8.5% |
| YTD | -14.1% | +157.9% | -172.0% | -12.4% |
| 1Y | -11.1% | +116.7% | -127.7% | -6.6% |
| All | -11.1% | +113.7% | -124.8% | -6.6% |
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