+2,193.1%
MCD vs NVS
+1,272.2%
+920.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.1% |
| 7D | -1.9% | -2.8% | +0.9% | -1.1% |
| 30D | +16.6% | +11.5% | +5.2% | +12.9% |
| 3M | +0.9% | +3.7% | -2.7% | -0.7% |
| 6M | +1.5% | +10.4% | -8.9% | -2.3% |
| YTD | -8.3% | +19.8% | -28.1% | -14.1% |
| 1Y | -8.1% | +26.6% | -34.7% | -15.4% |
| 3Y | +10.3% | +90.1% | -79.8% | -11.2% |
| 5Y | +23.4% | +133.4% | -109.9% | -7.4% |
| 10Y | +205.9% | +251.0% | -45.0% | +103.2% |
| All | +2,193.1% | +1,272.2% | +920.9% | +965.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling