+380.3%
MCO vs NVS
+179.5%
+200.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.8% |
| 7D | -3.8% | -14.3% | +10.5% | +3.9% |
| 30D | -0.4% | -10.0% | +9.6% | +4.3% |
| 3M | +7.7% | -10.9% | +18.6% | +13.0% |
| 6M | +7.0% | -12.0% | +19.0% | +12.5% |
| YTD | -6.4% | +2.5% | -8.9% | -10.8% |
| 1Y | -7.6% | +10.7% | -18.3% | -16.4% |
| 3Y | +43.2% | +53.3% | -10.1% | +2.1% |
| 5Y | +29.6% | +93.6% | -64.0% | -23.7% |
| All | +380.3% | +179.5% | +200.7% | +140.9% |
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 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