+13.3%
MCD vs NVS
+93.6%
-80.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +7.3% | +2.5% | +4.8% | +6.6% |
| 30D | +20.0% | +13.6% | +6.4% | +16.2% |
| 3M | +3.8% | +4.1% | -0.3% | +2.2% |
| 6M | +3.8% | +11.8% | -8.0% | -0.3% |
| YTD | -5.9% | +22.0% | -27.9% | -11.9% |
| 1Y | -3.2% | +32.3% | -35.5% | -11.7% |
| 3Y | +13.3% | +93.6% | -80.3% | -8.9% |
| All | +13.3% | +93.6% | -80.3% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling