+665.9%
MTZ vs NVS
+1,297.4%
-631.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.1% | -4.2% |
| 7D | -8.7% | +2.5% | -11.2% | -9.9% |
| 30D | -15.0% | +13.6% | -28.5% | -19.8% |
| 3M | -32.6% | +4.1% | -36.7% | -35.1% |
| 6M | -56.3% | +11.8% | -68.1% | -59.4% |
| YTD | -16.8% | +22.0% | -38.8% | -25.6% |
| 1Y | -10.0% | +32.3% | -42.3% | -22.4% |
| 3Y | +267.1% | +93.6% | +173.5% | +158.3% |
| 5Y | +89.9% | +136.7% | -46.8% | +19.7% |
| 10Y | +442.2% | +254.6% | +187.6% | +182.2% |
| All | +665.9% | +1,297.4% | -631.5% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling