+661.2%
MPC vs NVS
+119.4%
+541.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | +5.4% | +4.0% | +1.4% | +4.8% |
| 30D | +31.0% | +3.6% | +27.4% | +30.1% |
| 3M | +46.0% | +7.8% | +38.2% | +43.8% |
| 6M | +77.3% | -0.2% | +77.5% | +77.3% |
| YTD | +141.9% | +19.6% | +122.3% | +130.7% |
| 1Y | +120.9% | +28.4% | +92.5% | +106.4% |
| 3Y | +182.7% | +76.2% | +106.5% | +139.0% |
| All | +661.2% | +119.4% | +541.8% | +482.9% |
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