+129.8%
NOK vs MCD
+178.8%
-49.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +9.3% | -2.9% | +12.2% | +10.6% |
| 30D | +17.9% | -6.7% | +24.6% | +21.0% |
| 3M | -22.3% | -9.6% | -12.8% | -19.7% |
| 6M | +36.4% | -22.3% | +58.7% | +50.3% |
| YTD | +66.3% | -15.4% | +81.7% | +75.7% |
| 1Y | +134.4% | -16.8% | +151.2% | +148.6% |
| 3Y | +186.6% | -2.4% | +189.0% | +176.1% |
| 5Y | +102.7% | +19.4% | +83.3% | +74.7% |
| 10Y | +129.8% | +181.3% | -51.5% | +58.5% |
| All | +129.8% | +178.8% | -49.0% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling