-56.0%
NVO vs MPC
+184.9%
-240.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | +1.3% | -8.8% | +10.1% | +1.8% |
| 30D | +5.3% | -14.4% | +19.7% | +6.4% |
| 3M | -13.6% | +21.9% | -35.6% | -15.2% |
| 6M | -10.5% | +60.1% | -70.7% | -14.7% |
| YTD | -16.0% | +142.3% | -158.3% | -24.3% |
| 1Y | -7.0% | +101.7% | -108.7% | -13.9% |
| All | -56.0% | +184.9% | -240.8% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling