+2,033.7%
MCD vs NVS
+1,269.4%
+764.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | -2.8% | +4.0% | -6.8% | -4.1% |
| 30D | -6.0% | +3.6% | -9.6% | -7.2% |
| 3M | -5.6% | +7.8% | -13.4% | -8.0% |
| 6M | -21.9% | -0.2% | -21.7% | -22.1% |
| YTD | -14.7% | +19.6% | -34.3% | -19.7% |
| 1Y | -17.3% | +28.4% | -45.6% | -23.9% |
| 3Y | -2.2% | +76.2% | -78.3% | -19.1% |
| 5Y | +20.3% | +111.1% | -90.8% | -6.6% |
| 10Y | +180.7% | +224.3% | -43.6% | +91.2% |
| All | +2,033.7% | +1,269.4% | +764.3% | +896.6% |
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