+2,968.0%
MPC vs NVS
+425.2%
+2,542.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -16.2% | +1.1% | -17.3% | -16.8% |
| 30D | -15.7% | +13.4% | -29.2% | -21.8% |
| 3M | +24.9% | +5.4% | +19.5% | +18.8% |
| 6M | +52.7% | +9.6% | +43.1% | +40.5% |
| YTD | +131.9% | +21.5% | +110.4% | +97.2% |
| 1Y | +96.6% | +32.3% | +64.3% | +57.8% |
| 3Y | +163.8% | +92.9% | +70.8% | +58.1% |
| 5Y | +533.1% | +134.3% | +398.8% | +214.7% |
| 10Y | +1,118.6% | +272.3% | +846.4% | +325.6% |
| All | +2,968.0% | +425.2% | +2,542.8% | +618.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling