-7.8%
MU vs NOK
-36.9%
+29.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.8% | -0.5% | +0.8% |
| 7D | -12.0% | -1.4% | -10.6% | -10.2% |
| 30D | -28.7% | -21.0% | -7.7% | -14.4% |
| 3M | -16.4% | -12.6% | -3.8% | -11.1% |
| All | -7.8% | -36.9% | +29.1% | +37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling