+168.3%
MTZ vs NVS
+55.0%
+113.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -13.9% | +17.7% | +3.7% |
| 7D | +3.6% | -14.6% | +18.2% | +3.5% |
| 30D | -9.6% | -11.9% | +2.3% | -9.8% |
| 3M | -31.9% | -6.0% | -26.0% | -32.3% |
| 6M | -13.8% | -11.4% | -2.4% | -14.3% |
| YTD | +13.3% | +2.9% | +10.3% | +13.4% |
| 1Y | +39.3% | +10.2% | +29.0% | +40.2% |
| 3Y | +168.3% | +55.3% | +113.0% | +172.4% |
| All | +168.3% | +55.0% | +113.4% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling