+136.0%
NVO vs MTB
+173.8%
-37.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.2% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | -6.0% | -4.8% | -1.2% | -5.5% |
| 3M | -0.8% | +6.0% | -6.7% | -1.4% |
| 6M | +16.5% | +19.6% | -3.2% | +14.3% |
| YTD | -11.1% | +21.5% | -32.6% | -12.8% |
| 1Y | -16.7% | +24.7% | -41.4% | -18.5% |
| 3Y | -52.9% | +108.6% | -161.5% | -56.2% |
| 5Y | -3.0% | +106.7% | -109.7% | -10.2% |
| All | +136.0% | +173.8% | -37.8% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling