+1,076.7%
NVS vs MTCH
+2,598.7%
-1,522.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -15.7% | -1.4% | -14.3% | -15.6% |
| 30D | -11.1% | +13.6% | -24.7% | -12.1% |
| 3M | -7.2% | +22.4% | -29.6% | -9.1% |
| 6M | -12.3% | +37.2% | -49.5% | -15.1% |
| YTD | +2.8% | +31.8% | -29.0% | -0.3% |
| 1Y | +11.9% | +12.9% | -1.0% | +10.2% |
| 3Y | +55.1% | -1.1% | +56.2% | +52.3% |
| 5Y | +94.1% | -73.5% | +167.6% | +112.3% |
| 10Y | +181.2% | +200.7% | -19.5% | +126.0% |
| All | +1,076.7% | +2,598.7% | -1,522.0% | +614.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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