+1,171.8%
MPC vs NVS
+260.1%
+911.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +11.2% | -1.3% | +12.5% | +11.8% |
| 30D | -14.5% | +9.3% | -23.8% | -18.1% |
| 3M | +16.7% | +5.8% | +10.9% | +11.9% |
| 6M | +67.6% | +7.2% | +60.4% | +58.4% |
| YTD | +157.9% | +20.0% | +138.0% | +126.6% |
| 1Y | +116.7% | +25.4% | +91.3% | +85.2% |
| 3Y | +199.8% | +89.2% | +110.5% | +93.8% |
| 5Y | +604.4% | +134.6% | +469.8% | +273.5% |
| All | +1,171.8% | +260.1% | +911.7% | +519.6% |
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