+302.4%
MXL vs NVS
+179.5%
+122.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.8% | +7.6% |
| 7D | +18.9% | -14.3% | +33.1% | +25.3% |
| 30D | +0.3% | -10.0% | +10.3% | +2.9% |
| 3M | -8.0% | -10.9% | +2.8% | -6.1% |
| 6M | +341.2% | -12.0% | +353.2% | +351.6% |
| YTD | +327.8% | +2.5% | +325.3% | +302.8% |
| 1Y | +364.9% | +10.7% | +354.2% | +319.0% |
| 3Y | +229.2% | +53.3% | +175.9% | +134.7% |
| 5Y | +42.8% | +93.6% | -50.8% | -17.4% |
| All | +302.4% | +179.5% | +122.9% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling