+1,578.5%
NOK vs MCD
+3,404.0%
-1,825.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.3% |
| 7D | -1.8% | -2.8% | +1.1% | -0.6% |
| 30D | +4.7% | -6.0% | +10.7% | +7.3% |
| 3M | -39.7% | -5.6% | -34.1% | -38.9% |
| 6M | +23.1% | -21.9% | +44.9% | +35.1% |
| YTD | +55.0% | -14.7% | +69.7% | +63.4% |
| 1Y | +118.0% | -17.3% | +135.3% | +132.0% |
| 3Y | +170.5% | -2.2% | +172.6% | +163.3% |
| 5Y | +84.9% | +20.3% | +64.6% | +63.4% |
| 10Y | +112.0% | +180.7% | -68.7% | +26.0% |
| All | +1,578.5% | +3,404.0% | -1,825.5% | +338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling