+8.2%
MUB vs NVS
+54.6%
-46.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.7% | -15.4% | +14.7% | -0.2% |
| 30D | -2.0% | -12.3% | +10.3% | -1.6% |
| 3M | -2.5% | -7.8% | +5.3% | -2.4% |
| 6M | -2.3% | -13.0% | +10.6% | -2.0% |
| YTD | -1.3% | +2.8% | -4.0% | -1.7% |
| 1Y | +1.1% | +10.6% | -9.5% | +0.4% |
| All | +8.2% | +54.6% | -46.4% | +5.4% |
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