-15.0%
NVO vs MPC
+118.0%
-133.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.3% |
| 7D | -7.4% | +1.2% | -8.6% | -7.3% |
| 30D | -5.5% | +17.0% | -22.5% | -4.8% |
| 3M | +4.1% | +49.5% | -45.3% | +5.3% |
| 6M | +19.3% | +83.5% | -64.2% | +20.3% |
| YTD | -9.2% | +144.1% | -153.3% | -8.4% |
| 1Y | -15.0% | +119.6% | -134.6% | -10.4% |
| All | -15.0% | +118.0% | -133.0% | -10.4% |
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 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