+127.0%
MP vs NVS
+93.3%
+33.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +4.9% |
| 7D | -10.5% | +1.1% | -11.6% | -10.6% |
| 30D | -23.5% | +13.4% | -37.0% | -24.9% |
| 3M | -25.4% | +5.4% | -30.8% | -26.2% |
| 6M | -51.3% | +9.6% | -60.8% | -52.3% |
| YTD | -29.9% | +21.5% | -51.4% | -33.1% |
| 1Y | -31.8% | +32.3% | -64.2% | -36.2% |
| 3Y | +127.0% | +92.9% | +34.1% | +73.4% |
| All | +127.0% | +93.3% | +33.7% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling