+1,268.9%
NOK vs MCD
+3,756.9%
-2,487.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +6.0% |
| 7D | -1.4% | +5.9% | -7.4% | -3.9% |
| 30D | -21.0% | +19.6% | -40.7% | -27.2% |
| 3M | -12.6% | +3.3% | -15.9% | -14.6% |
| 6M | -36.2% | +3.5% | -39.7% | -38.4% |
| YTD | +26.4% | -6.1% | +32.5% | +27.0% |
| 1Y | +19.6% | -3.7% | +23.3% | +18.5% |
| 3Y | +152.6% | +13.4% | +139.2% | +129.1% |
| 5Y | +57.3% | +25.2% | +32.1% | +35.9% |
| 10Y | +123.8% | +211.3% | -87.5% | +26.5% |
| All | +1,268.9% | +3,756.9% | -2,487.9% | +240.4% |
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 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