+1,065.8%
MDB vs NVS
+146.5%
+919.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -2.8% | -15.7% | +13.0% | +4.5% |
| 30D | -14.9% | -11.1% | -3.8% | -11.0% |
| 3M | +7.3% | -7.2% | +14.5% | +9.1% |
| 6M | +38.2% | -12.3% | +50.5% | +43.7% |
| YTD | -10.9% | +2.8% | -13.7% | -15.4% |
| 1Y | +11.6% | +11.9% | -0.3% | +0.8% |
| 3Y | -0.9% | +55.1% | -56.0% | -30.0% |
| 5Y | -23.5% | +94.1% | -117.6% | -55.5% |
| All | +1,065.8% | +146.5% | +919.2% | +445.6% |
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 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