+443.0%
MP vs NVS
+90.2%
+352.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -0.7% | -15.4% | +14.6% | +4.2% |
| 30D | -0.7% | -12.3% | +11.7% | +2.9% |
| 3M | 0.0% | -7.8% | +7.8% | +1.4% |
| 6M | -10.0% | -13.0% | +3.0% | -6.8% |
| YTD | +7.5% | +2.8% | +4.7% | +4.0% |
| 1Y | -14.0% | +10.6% | -24.6% | -19.7% |
| 3Y | +153.5% | +55.1% | +98.4% | +98.4% |
| 5Y | +62.7% | +91.7% | -29.0% | +11.6% |
| All | +443.0% | +90.2% | +352.8% | +256.8% |
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