+1,280.6%
NOK vs MCD
+3,766.9%
-2,486.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -2.7% | +7.3% | -10.0% | -5.7% |
| 30D | -20.4% | +20.0% | -40.3% | -26.6% |
| 3M | -9.6% | +3.8% | -13.5% | -11.9% |
| 6M | -35.6% | +3.8% | -39.4% | -37.9% |
| YTD | +27.5% | -5.9% | +33.4% | +27.9% |
| 1Y | +18.4% | -3.2% | +21.6% | +17.1% |
| 3Y | +151.8% | +13.3% | +138.5% | +128.5% |
| 5Y | +61.1% | +25.2% | +35.9% | +39.1% |
| 10Y | +123.7% | +213.3% | -89.7% | +26.1% |
| All | +1,280.6% | +3,766.9% | -2,486.2% | +242.9% |
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