+303.5%
MXL vs NVS
+27.7%
+275.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.0% |
| 7D | +1.6% | +4.0% | -2.4% | +2.8% |
| 30D | -7.0% | +3.6% | -10.6% | -5.6% |
| 3M | -33.4% | +7.8% | -41.2% | -32.3% |
| 6M | +260.2% | -0.2% | +260.3% | +283.9% |
| YTD | +260.0% | +19.6% | +240.4% | +248.7% |
| 1Y | +303.5% | +28.4% | +275.1% | +280.6% |
| All | +303.5% | +27.7% | +275.7% | +280.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling