+113.2%
MPC vs NVS
+26.1%
+87.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +9.4% | -1.0% | +10.5% | +9.1% |
| 30D | -13.4% | +12.5% | -26.0% | -11.0% |
| 3M | +18.9% | +5.2% | +13.7% | +21.2% |
| 6M | +64.9% | +8.2% | +56.8% | +69.9% |
| YTD | +156.8% | +19.8% | +137.0% | +161.3% |
| 1Y | +113.2% | +24.8% | +88.4% | +117.1% |
| All | +113.2% | +26.1% | +87.0% | +117.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling