+959.5%
MDB vs NVS
+187.4%
+772.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +11.6% | -1.0% | +12.6% | +12.0% |
| 30D | -8.9% | +12.5% | -21.5% | -13.7% |
| 3M | -22.4% | +5.2% | -27.6% | -25.0% |
| 6M | +10.1% | +8.2% | +1.9% | +3.7% |
| YTD | -19.0% | +19.8% | -38.8% | -28.4% |
| 1Y | -7.0% | +24.8% | -31.8% | -19.7% |
| 3Y | -9.8% | +90.0% | -99.9% | -42.7% |
| 5Y | -40.1% | +134.3% | -174.3% | -68.3% |
| All | +959.5% | +187.4% | +772.1% | +361.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling