+1,010.1%
MDB vs NVS
+146.9%
+863.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -13.9% | +10.5% | +2.8% |
| 7D | -18.0% | -14.6% | -3.4% | -12.4% |
| 30D | -10.7% | -11.9% | +1.2% | -6.3% |
| 3M | +1.0% | -6.0% | +6.9% | +1.9% |
| 6M | +31.6% | -11.4% | +43.0% | +36.1% |
| YTD | -15.2% | +2.9% | -18.1% | -19.5% |
| 1Y | +10.1% | +10.2% | -0.1% | +0.3% |
| 3Y | -5.6% | +55.3% | -61.0% | -33.4% |
| 5Y | -24.5% | +89.6% | -114.1% | -55.3% |
| All | +1,010.1% | +146.9% | +863.1% | +419.1% |
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