+134.4%
NOK vs MCD
-16.5%
+150.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +0.4% |
| 7D | +9.3% | -2.9% | +12.2% | +7.3% |
| 30D | +17.9% | -6.7% | +24.6% | +12.8% |
| 3M | -22.3% | -9.6% | -12.8% | -25.9% |
| 6M | +36.4% | -22.3% | +58.7% | +26.7% |
| YTD | +66.3% | -15.4% | +81.7% | +59.1% |
| 1Y | +134.4% | -16.8% | +151.2% | +122.4% |
| All | +134.4% | -16.5% | +150.9% | +122.4% |
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