+243.8%
MET vs NVS
+179.5%
+64.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.5% | -14.3% | +13.8% | +6.8% |
| 30D | +0.5% | -10.0% | +10.4% | +4.8% |
| 3M | +11.6% | -10.9% | +22.5% | +16.7% |
| 6M | +40.8% | -12.0% | +52.7% | +48.0% |
| YTD | +25.7% | +2.5% | +23.1% | +21.2% |
| 1Y | +24.4% | +10.7% | +13.7% | +14.5% |
| 3Y | +67.5% | +53.3% | +14.2% | +24.6% |
| 5Y | +85.8% | +93.6% | -7.8% | +15.5% |
| All | +243.8% | +179.5% | +64.3% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling