+199.5%
MCHP vs NVS
+179.5%
+19.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | 0.0% | -14.3% | +14.3% | +7.8% |
| 30D | -6.0% | -10.0% | +3.9% | -2.0% |
| 3M | -19.7% | -10.9% | -8.8% | -16.4% |
| 6M | +14.0% | -12.0% | +26.0% | +19.2% |
| YTD | +18.4% | +2.5% | +15.9% | +12.4% |
| 1Y | +17.1% | +10.7% | +6.4% | +5.8% |
| 3Y | +0.7% | +53.3% | -52.6% | -28.3% |
| 5Y | +5.1% | +93.6% | -88.5% | -39.0% |
| All | +199.5% | +179.5% | +19.9% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling