+154.3%
MP vs NVS
+80.7%
+73.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.8% |
| 7D | -2.9% | +4.0% | -6.9% | -3.8% |
| 30D | +13.8% | +3.6% | +10.2% | +12.9% |
| 3M | -16.7% | +7.8% | -24.5% | -18.4% |
| 6M | -11.5% | -0.2% | -11.3% | -11.5% |
| YTD | +7.9% | +19.6% | -11.6% | +2.5% |
| 1Y | -15.0% | +28.4% | -43.4% | -21.1% |
| All | +154.3% | +80.7% | +73.7% | +98.3% |
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