+904.6%
MTZ vs NVS
+1,269.4%
-364.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.9% |
| 7D | -1.6% | +4.0% | -5.6% | -3.4% |
| 30D | -11.1% | +3.6% | -14.7% | -12.8% |
| 3M | -36.7% | +7.8% | -44.5% | -39.2% |
| 6M | -21.9% | -0.2% | -21.8% | -22.4% |
| YTD | +9.1% | +19.6% | -10.5% | 0.0% |
| 1Y | +30.0% | +28.4% | +1.6% | +14.9% |
| 3Y | +138.5% | +76.2% | +62.3% | +77.6% |
| 5Y | +158.3% | +111.1% | +47.3% | +74.4% |
| 10Y | +700.8% | +224.3% | +476.5% | +340.4% |
| All | +904.6% | +1,269.4% | -364.8% | +276.3% |
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