+194.3%
NOK vs MCO
+42.6%
+151.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.5% |
| 7D | +11.0% | -3.8% | +14.7% | +11.6% |
| 30D | +7.8% | -0.4% | +8.2% | +7.7% |
| 3M | -21.0% | +7.7% | -28.7% | -22.8% |
| 6M | +40.9% | +7.0% | +33.9% | +37.1% |
| YTD | +72.0% | -6.4% | +78.4% | +74.0% |
| 1Y | +140.9% | -7.6% | +148.5% | +144.5% |
| 3Y | +194.3% | +43.2% | +151.0% | +139.5% |
| All | +194.3% | +42.6% | +151.6% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling