+274.5%
MP vs NVS
+121.7%
+152.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +11.0% | -1.0% | +12.0% | +11.4% |
| 30D | -11.7% | +12.5% | -24.3% | -15.0% |
| 3M | -30.8% | +5.2% | -36.0% | -32.5% |
| 6M | -42.9% | +8.2% | -51.1% | -45.2% |
| YTD | -25.9% | +19.8% | -45.6% | -31.8% |
| 1Y | -37.3% | +24.8% | -62.1% | -43.3% |
| 3Y | +150.7% | +90.0% | +60.6% | +81.7% |
| 5Y | -19.3% | +134.3% | -153.5% | -48.5% |
| All | +274.5% | +121.7% | +152.8% | +134.2% |
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