+942.1%
MDB vs NVS
+187.8%
+754.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +6.8% | -1.3% | +8.1% | +7.4% |
| 30D | -6.2% | +9.3% | -15.5% | -9.9% |
| 3M | -29.2% | +5.8% | -35.0% | -31.8% |
| 6M | +10.3% | +7.2% | +3.1% | +4.4% |
| YTD | -20.4% | +20.0% | -40.3% | -29.7% |
| 1Y | -4.8% | +25.4% | -30.2% | -18.0% |
| 3Y | -11.6% | +89.2% | -100.8% | -43.6% |
| 5Y | -41.0% | +134.6% | -175.7% | -68.9% |
| All | +942.1% | +187.8% | +754.3% | +353.7% |
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 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