+1,174.7%
MPC vs NVS
+177.6%
+997.1%
-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% | +0.6% | +0.5% |
| 7D | +3.2% | -15.4% | +18.6% | +10.4% |
| 30D | +25.0% | -12.3% | +37.4% | +31.1% |
| 3M | +55.2% | -7.8% | +63.0% | +58.0% |
| 6M | +86.4% | -13.0% | +99.4% | +94.1% |
| YTD | +148.5% | +2.8% | +145.7% | +134.9% |
| 1Y | +121.7% | +10.6% | +111.1% | +100.0% |
| 3Y | +172.9% | +55.1% | +117.8% | +95.2% |
| 5Y | +679.9% | +91.7% | +588.2% | +362.7% |
| 10Y | +1,174.7% | +181.2% | +993.5% | +597.7% |
| All | +1,174.7% | +177.6% | +997.1% | +597.7% |
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