+813.4%
MDT vs NVS
+1,076.7%
-263.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.3% | -15.4% | +15.1% | +6.2% |
| 30D | +2.8% | -12.3% | +15.1% | +7.8% |
| 3M | +13.1% | -7.8% | +20.9% | +16.0% |
| 6M | +2.3% | -13.0% | +15.3% | +7.5% |
| YTD | -2.7% | +2.8% | -5.4% | -4.8% |
| 1Y | +0.9% | +10.6% | -9.8% | -4.5% |
| 3Y | +26.8% | +55.1% | -28.2% | +3.1% |
| 5Y | -19.5% | +91.7% | -111.1% | -40.5% |
| 10Y | +40.6% | +181.2% | -140.6% | -11.0% |
| All | +813.4% | +1,076.7% | -263.3% | +237.6% |
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