+163.8%
MPC vs NVS
+93.3%
+70.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -16.2% | +1.1% | -17.3% | -16.1% |
| 30D | -15.7% | +13.4% | -29.2% | -15.9% |
| 3M | +24.9% | +5.4% | +19.5% | +24.7% |
| 6M | +52.7% | +9.6% | +43.1% | +51.6% |
| YTD | +131.9% | +21.5% | +110.4% | +124.0% |
| 1Y | +96.6% | +32.3% | +64.3% | +86.0% |
| 3Y | +163.8% | +92.9% | +70.8% | +118.0% |
| All | +163.8% | +93.3% | +70.5% | +118.0% |
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