+37.5%
MTZ vs NVS
+10.4%
+27.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +2.3% | -15.4% | +17.6% | +3.3% |
| 30D | -10.3% | -12.3% | +2.0% | -10.0% |
| 3M | -31.8% | -7.8% | -24.0% | -32.8% |
| 6M | -19.2% | -13.0% | -6.2% | -19.6% |
| YTD | +10.7% | +2.8% | +8.0% | +9.8% |
| 1Y | +37.5% | +10.6% | +26.9% | +39.7% |
| All | +37.5% | +10.4% | +27.1% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling