+166.4%
MTZ vs NVS
+88.8%
+77.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -13.9% | +17.7% | +5.8% |
| 7D | +3.6% | -14.6% | +18.2% | +5.7% |
| 30D | -9.6% | -11.9% | +2.3% | -8.4% |
| 3M | -31.9% | -6.0% | -26.0% | -32.1% |
| 6M | -13.8% | -11.4% | -2.4% | -12.9% |
| YTD | +13.3% | +2.9% | +10.3% | +11.4% |
| 1Y | +39.3% | +10.2% | +29.0% | +35.2% |
| 3Y | +168.3% | +55.3% | +113.0% | +133.3% |
| 5Y | +166.4% | +89.6% | +76.8% | +109.0% |
| All | +166.4% | +88.8% | +77.6% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling