+882.3%
MU vs NOK
+151.8%
+730.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.8% | -0.5% | +2.6% |
| 7D | -12.0% | -1.4% | -10.6% | -10.7% |
| 30D | -28.7% | -21.0% | -7.7% | -19.3% |
| 3M | -16.4% | -12.6% | -3.8% | -11.2% |
| 6M | -1.8% | -36.2% | +34.4% | +24.0% |
| YTD | +157.1% | +26.4% | +130.6% | +154.8% |
| 1Y | +208.5% | +19.6% | +188.9% | +211.4% |
| All | +882.3% | +151.8% | +730.4% | +683.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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