+136.0%
NVO vs MXL
+313.4%
-177.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.7% | -2.7% |
| 7D | -7.6% | +18.9% | -26.4% | -8.8% |
| 30D | -6.0% | +0.3% | -6.3% | -6.3% |
| 3M | -0.8% | -8.0% | +7.3% | -2.3% |
| 6M | +16.5% | +341.2% | -324.8% | -3.7% |
| YTD | -11.1% | +327.8% | -338.9% | -26.4% |
| 1Y | -16.7% | +364.9% | -381.6% | -31.9% |
| 3Y | -52.9% | +229.2% | -282.1% | -62.4% |
| 5Y | -3.0% | +42.8% | -45.7% | -18.2% |
| All | +136.0% | +313.4% | -177.3% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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