-16.8%
MCD vs NVS
+10.4%
-27.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -2.9% | -15.4% | +12.5% | +0.1% |
| 30D | -6.7% | -12.3% | +5.6% | -4.8% |
| 3M | -9.6% | -7.8% | -1.7% | -9.2% |
| 6M | -22.3% | -13.0% | -9.3% | -20.8% |
| YTD | -15.4% | +2.8% | -18.2% | -17.0% |
| 1Y | -16.8% | +10.6% | -27.4% | -20.3% |
| All | -16.8% | +10.4% | -27.2% | -20.3% |
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