+20.4%
MCD vs NVS
+88.8%
-68.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.9% | +14.0% | +3.8% |
| 7D | -2.0% | -14.6% | +12.6% | +1.9% |
| 30D | -6.1% | -11.9% | +5.8% | -3.4% |
| 3M | -7.3% | -6.0% | -1.3% | -6.6% |
| 6M | -20.9% | -11.4% | -9.6% | -18.9% |
| YTD | -14.7% | +2.9% | -17.6% | -16.5% |
| 1Y | -16.1% | +10.2% | -26.4% | -19.8% |
| 3Y | -1.5% | +55.3% | -56.8% | -16.2% |
| 5Y | +20.4% | +89.6% | -69.2% | -4.4% |
| All | +20.4% | +88.8% | -68.3% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling