+389.1%
NVO vs MPC
+3,087.4%
-2,698.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.5% | +0.5% |
| 7D | -2.6% | +2.6% | -5.2% | -2.9% |
| 30D | +6.5% | -12.2% | +18.7% | +8.1% |
| 3M | -11.8% | +20.1% | -31.8% | -14.1% |
| 6M | -10.3% | +60.6% | -70.9% | -16.2% |
| YTD | -15.2% | +150.6% | -165.8% | -25.7% |
| 1Y | -12.2% | +104.7% | -116.9% | -21.0% |
| 3Y | -55.7% | +194.5% | -250.2% | -62.6% |
| 5Y | -18.7% | +582.3% | -601.0% | -39.7% |
| 10Y | +210.3% | +1,135.3% | -924.9% | +95.0% |
| All | +389.1% | +3,087.4% | -2,698.3% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling