+58.1%
MP vs NVS
+113.6%
-55.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.0% |
| 7D | -2.9% | +4.0% | -6.9% | -4.2% |
| 30D | +13.8% | +3.6% | +10.2% | +12.5% |
| 3M | -16.7% | +7.8% | -24.5% | -19.1% |
| 6M | -11.5% | -0.2% | -11.3% | -11.7% |
| YTD | +7.9% | +19.6% | -11.6% | +0.6% |
| 1Y | -15.0% | +28.4% | -43.4% | -23.2% |
| 3Y | +153.5% | +76.2% | +77.3% | +94.8% |
| All | +58.1% | +113.6% | -55.5% | +4.2% |
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 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