-3.9%
MCD vs NVS
+37.6%
-41.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +5.7% |
| 7D | +11.9% | +5.7% | +6.2% | +10.5% |
| 30D | +20.2% | +17.1% | +3.2% | +16.6% |
| 3M | +5.2% | +7.6% | -2.5% | +2.7% |
| 6M | 0.0% | +14.1% | -14.1% | -4.4% |
| YTD | -6.5% | +23.3% | -29.8% | -11.7% |
| 1Y | -3.9% | +36.0% | -39.9% | -12.3% |
| All | -3.9% | +37.6% | -41.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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