+101.3%
NOK vs MCD
+21.4%
+79.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.1% | +6.2% |
| 7D | +7.3% | -2.0% | +9.3% | +7.7% |
| 30D | +13.8% | -6.1% | +19.9% | +15.2% |
| 3M | -27.0% | -7.3% | -19.8% | -26.1% |
| 6M | +37.6% | -20.9% | +58.5% | +47.3% |
| YTD | +64.6% | -14.7% | +79.3% | +70.7% |
| 1Y | +132.0% | -16.1% | +148.1% | +141.5% |
| 3Y | +183.7% | -1.5% | +185.2% | +168.7% |
| 5Y | +101.3% | +20.4% | +80.8% | +61.3% |
| All | +101.3% | +21.4% | +79.9% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling