+19.0%
NOK vs MCD
-9.2%
+28.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -3.0% |
| 7D | +5.4% | -1.6% | +7.0% | +4.1% |
| 30D | -14.1% | +14.1% | -28.3% | -4.5% |
| 3M | -23.6% | +0.6% | -24.2% | -21.7% |
| 6M | -45.1% | 0.0% | -45.2% | -43.2% |
| YTD | +24.7% | -9.3% | +34.0% | +27.7% |
| 1Y | +19.0% | -9.3% | +28.3% | +21.1% |
| All | +19.0% | -9.2% | +28.2% | +21.1% |
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