+85.1%
MET vs NVS
+92.5%
-7.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.5% | -15.7% | +13.2% | +2.5% |
| 30D | 0.0% | -11.1% | +11.1% | +3.1% |
| 3M | +13.1% | -7.2% | +20.2% | +14.8% |
| 6M | +39.0% | -12.3% | +51.3% | +43.7% |
| YTD | +25.2% | +2.8% | +22.4% | +22.3% |
| 1Y | +25.6% | +11.9% | +13.7% | +18.9% |
| 3Y | +67.1% | +55.1% | +12.0% | +37.5% |
| 5Y | +85.1% | +94.1% | -8.9% | +31.1% |
| All | +85.1% | +92.5% | -7.4% | +31.1% |
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 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