-25.3%
MDB vs NVS
+92.9%
-118.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -1.8% | -14.3% | +12.5% | +0.6% |
| 30D | -17.3% | -10.0% | -7.3% | -16.0% |
| 3M | +2.2% | -10.9% | +13.1% | +3.7% |
| 6M | +33.9% | -12.0% | +45.8% | +36.1% |
| YTD | -13.7% | +2.5% | -16.2% | -16.0% |
| 1Y | +9.1% | +10.7% | -1.6% | +3.9% |
| 3Y | -8.1% | +53.3% | -61.4% | -23.5% |
| All | -25.3% | +92.9% | -118.2% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling