+57.3%
NOK vs MCD
+25.0%
+32.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +6.6% |
| 7D | -1.4% | +5.9% | -7.4% | -2.1% |
| 30D | -21.0% | +19.6% | -40.7% | -23.0% |
| 3M | -12.6% | +3.3% | -15.9% | -12.6% |
| 6M | -36.2% | +3.5% | -39.7% | -36.6% |
| YTD | +26.4% | -6.1% | +32.5% | +29.4% |
| 1Y | +19.6% | -3.7% | +23.3% | +20.9% |
| 3Y | +152.6% | +13.4% | +139.2% | +130.0% |
| 5Y | +57.3% | +25.2% | +32.1% | +32.1% |
| All | +57.3% | +25.0% | +32.3% | +32.1% |
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 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