+193.4%
MCD vs NVS
+260.1%
-66.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | -1.3% | -0.4% | -1.1% |
| 30D | +14.1% | +9.3% | +4.9% | +10.4% |
| 3M | +0.6% | +5.8% | -5.2% | -2.4% |
| 6M | 0.0% | +7.2% | -7.2% | -3.7% |
| YTD | -9.3% | +20.0% | -29.2% | -16.8% |
| 1Y | -9.3% | +25.4% | -34.7% | -18.5% |
| 3Y | +8.6% | +89.2% | -80.6% | -19.5% |
| 5Y | +21.9% | +134.6% | -112.7% | -19.7% |
| All | +193.4% | +260.1% | -66.6% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling