+126.3%
NOK vs MDB
+997.6%
-871.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.1% | +7.9% | +5.1% |
| 7D | +11.0% | -1.8% | +12.7% | +11.1% |
| 30D | +7.8% | -17.3% | +25.1% | +9.8% |
| 3M | -21.0% | +2.2% | -23.2% | -21.7% |
| 6M | +40.9% | +33.9% | +7.0% | +35.0% |
| YTD | +72.0% | -13.7% | +85.7% | +72.0% |
| 1Y | +140.9% | +9.1% | +131.8% | +133.9% |
| 3Y | +194.3% | -8.1% | +202.4% | +179.0% |
| 5Y | +112.5% | -25.9% | +138.4% | +92.9% |
| All | +126.3% | +997.6% | -871.3% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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