+52.7%
MPC vs NVS
+10.0%
+42.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.1% |
| 7D | -16.2% | +1.1% | -17.3% | -15.8% |
| 30D | -15.7% | +13.4% | -29.2% | -13.5% |
| 3M | +24.9% | +5.4% | +19.5% | +27.1% |
| 6M | +52.7% | +9.6% | +43.1% | +57.6% |
| All | +52.7% | +10.0% | +42.7% | +57.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling