+31,203.5%
NVO vs MRSH
+3,263.4%
+27,940.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -7.6% | -4.8% | -2.8% | -6.4% |
| 30D | -6.0% | -6.3% | +0.4% | -4.4% |
| 3M | -0.8% | +5.8% | -6.6% | -2.3% |
| 6M | +16.5% | +2.8% | +13.7% | +15.2% |
| YTD | -11.1% | -3.1% | -8.0% | -10.9% |
| 1Y | -16.7% | -11.3% | -5.5% | -14.7% |
| 3Y | -52.9% | -5.0% | -47.9% | -52.6% |
| 5Y | -3.0% | +19.2% | -22.2% | -8.4% |
| 10Y | +147.1% | +217.4% | -70.3% | +81.4% |
| All | +31,203.5% | +3,263.4% | +27,940.1% | +12,947.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling