+896.6%
NOK vs MCO
+7,284.8%
-6,388.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | +8.7% | -7.3% | +16.0% | +12.1% |
| 30D | +12.5% | -1.7% | +14.2% | +13.0% |
| 3M | -20.7% | +3.9% | -24.7% | -22.9% |
| 6M | +36.2% | +3.8% | +32.3% | +31.7% |
| YTD | +64.1% | -7.9% | +72.0% | +65.5% |
| 1Y | +132.4% | -6.8% | +139.2% | +132.3% |
| 3Y | +182.9% | +40.9% | +141.9% | +133.0% |
| 5Y | +102.8% | +27.5% | +75.3% | +72.0% |
| 10Y | +126.8% | +381.4% | -254.6% | +3.6% |
| All | +896.6% | +7,284.8% | -6,388.2% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling