+21.3%
NOK vs MCD
-3.6%
+24.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.1% | +2.2% |
| 7D | -10.4% | +11.9% | -22.3% | -2.4% |
| 30D | -19.0% | +20.2% | -39.3% | -6.6% |
| 3M | -16.7% | +5.2% | -21.9% | -11.9% |
| 6M | -37.1% | 0.0% | -37.1% | -33.8% |
| YTD | +27.7% | -6.5% | +34.2% | +33.3% |
| 1Y | +21.3% | -3.9% | +25.2% | +25.9% |
| All | +21.3% | -3.6% | +24.9% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling