+444.4%
MTZ vs NVS
+249.7%
+194.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.2% |
| 7D | +12.9% | -2.8% | +15.7% | +13.9% |
| 30D | -8.5% | +11.5% | -20.0% | -12.2% |
| 3M | -30.6% | +3.7% | -34.3% | -32.6% |
| 6M | -55.1% | +10.4% | -65.5% | -57.6% |
| YTD | -13.0% | +19.8% | -32.8% | -20.5% |
| 1Y | -4.3% | +26.6% | -30.9% | -14.6% |
| 3Y | +284.0% | +90.1% | +193.9% | +174.1% |
| 5Y | +97.7% | +133.4% | -35.7% | +22.2% |
| 10Y | +444.4% | +251.0% | +193.4% | +218.8% |
| All | +444.4% | +249.7% | +194.7% | +218.8% |
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