+404.4%
MTZ vs NVS
+259.5%
+144.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | +16.5% | -1.0% | +17.5% | +16.8% |
| 30D | -10.2% | +12.5% | -22.7% | -14.1% |
| 3M | -34.2% | +5.2% | -39.4% | -36.4% |
| 6M | -56.0% | +8.2% | -64.1% | -58.1% |
| YTD | -14.8% | +19.8% | -34.6% | -22.3% |
| 1Y | -7.2% | +24.8% | -32.1% | -16.8% |
| 3Y | +275.8% | +90.0% | +185.7% | +167.3% |
| 5Y | +93.5% | +134.3% | -40.8% | +18.8% |
| All | +404.4% | +259.5% | +144.8% | +184.4% |
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