+737.1%
MTZ vs NVS
+180.2%
+556.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | 0.0% | -15.7% | +15.7% | +5.7% |
| 30D | -14.8% | -11.1% | -3.8% | -12.2% |
| 3M | -30.8% | -7.2% | -23.6% | -30.1% |
| 6M | -22.6% | -12.3% | -10.3% | -20.0% |
| YTD | +6.8% | +2.8% | +4.1% | +3.4% |
| 1Y | +22.1% | +11.9% | +10.2% | +13.8% |
| 3Y | +153.1% | +55.1% | +98.0% | +95.7% |
| 5Y | +161.4% | +94.1% | +67.4% | +73.7% |
| All | +737.1% | +180.2% | +556.9% | +397.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling