+138.6%
NOK vs MCK
+442.8%
-304.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +11.0% | -2.9% | +13.9% | +11.6% |
| 30D | +7.8% | +0.4% | +7.4% | +7.6% |
| 3M | -21.0% | +12.1% | -33.1% | -23.4% |
| 6M | +40.9% | -5.4% | +46.3% | +41.8% |
| YTD | +72.0% | +7.8% | +64.2% | +67.5% |
| 1Y | +140.9% | +22.9% | +118.0% | +126.7% |
| 3Y | +194.3% | +110.7% | +83.5% | +136.0% |
| 5Y | +112.5% | +346.2% | -233.6% | +34.6% |
| All | +138.6% | +442.8% | -304.3% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 10y: compounded portfolio wealth divided by compounded MCK 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…
10y analysis · Full analysis span regression · 6 months rolling