+0.6%
NVO vs MPC
+655.4%
-654.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.4% | -3.3% |
| 7D | +0.1% | +3.9% | -3.8% | -0.3% |
| 30D | -3.2% | +33.8% | -37.0% | -5.9% |
| 3M | +11.5% | +49.9% | -38.4% | +6.9% |
| 6M | +22.9% | +80.9% | -58.0% | +15.1% |
| YTD | -6.8% | +147.4% | -154.2% | -16.1% |
| 1Y | -12.6% | +123.2% | -135.8% | -20.4% |
| 3Y | -49.6% | +171.7% | -221.3% | -55.9% |
| 5Y | +0.6% | +678.6% | -678.0% | -22.7% |
| All | +0.6% | +655.4% | -654.8% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling