-4.8%
MDB vs NVS
+25.4%
-30.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +6.8% | -1.3% | +8.1% | +6.7% |
| 30D | -6.2% | +9.3% | -15.5% | -5.4% |
| 3M | -29.2% | +5.8% | -35.0% | -28.0% |
| 6M | +10.3% | +7.2% | +3.1% | +12.0% |
| YTD | -20.4% | +20.0% | -40.3% | -25.0% |
| 1Y | -4.8% | +25.4% | -30.2% | -14.9% |
| All | -4.8% | +25.4% | -30.2% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling