+270.8%
MXL vs NVS
+404.3%
-133.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +16.6% | -15.7% | +32.3% | +25.9% |
| 30D | +0.5% | -11.1% | +11.5% | +4.5% |
| 3M | -3.6% | -7.2% | +3.6% | -3.1% |
| 6M | +328.0% | -12.3% | +340.4% | +341.9% |
| YTD | +297.8% | +2.8% | +295.1% | +272.1% |
| 1Y | +339.4% | +11.9% | +327.5% | +288.9% |
| 3Y | +201.7% | +55.1% | +146.7% | +106.2% |
| 5Y | +32.8% | +94.1% | -61.3% | -25.6% |
| 10Y | +274.8% | +181.2% | +93.6% | +61.5% |
| All | +270.8% | +404.3% | -133.5% | -11.0% |
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