+398.0%
MTZ vs NVS
+260.1%
+138.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +5.0% | -1.3% | +6.2% | +5.4% |
| 30D | -6.0% | +9.3% | -15.3% | -9.1% |
| 3M | -36.1% | +5.8% | -41.9% | -38.4% |
| 6M | -56.9% | +7.2% | -64.0% | -58.8% |
| YTD | -15.9% | +20.0% | -35.9% | -23.3% |
| 1Y | -3.8% | +25.4% | -29.2% | -13.9% |
| 3Y | +272.3% | +89.2% | +183.1% | +165.5% |
| 5Y | +91.1% | +134.6% | -43.5% | +17.2% |
| All | +398.0% | +260.1% | +138.0% | +180.6% |
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 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