+2,248.5%
MCD vs NVS
+1,301.1%
+947.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +5.9% | +1.3% | +4.6% | +5.6% |
| 30D | +19.6% | +13.9% | +5.8% | +15.0% |
| 3M | +3.3% | +4.7% | -1.4% | +1.2% |
| 6M | +3.5% | +12.1% | -8.6% | -0.9% |
| YTD | -6.1% | +22.3% | -28.5% | -12.6% |
| 1Y | -3.7% | +33.5% | -37.2% | -12.7% |
| 3Y | +13.4% | +94.7% | -81.4% | -9.4% |
| 5Y | +25.2% | +137.6% | -112.4% | -6.6% |
| 10Y | +211.3% | +254.5% | -43.2% | +106.0% |
| All | +2,248.5% | +1,301.1% | +947.5% | +984.7% |
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