-12.7%
NVO vs MRSH
+17.6%
-30.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | +3.0% | +6.3% | -3.3% | +1.4% |
| 30D | +7.4% | +21.9% | -14.6% | +2.3% |
| 3M | -8.3% | +9.4% | -17.7% | -10.7% |
| 6M | -9.0% | +25.9% | -35.0% | -12.9% |
| YTD | -16.8% | +14.7% | -31.5% | -19.3% |
| 1Y | -12.7% | +19.3% | -32.0% | -18.3% |
| All | -12.7% | +17.6% | -30.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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