-3.1%
NVO vs MUB
+1.2%
-4.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.6% | -2.5% |
| 7D | -7.6% | -0.8% | -6.7% | -6.9% |
| 30D | -6.0% | -2.4% | -3.6% | -4.0% |
| 3M | -0.8% | -2.8% | +2.1% | +1.7% |
| 6M | +16.5% | -2.2% | +18.7% | +18.8% |
| YTD | -11.1% | -1.6% | -9.5% | -9.8% |
| 1Y | -16.7% | 0.0% | -16.8% | -16.6% |
| 3Y | -52.9% | +7.9% | -60.8% | -56.1% |
| All | -3.1% | +1.2% | -4.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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