+68.4%
NOK vs MDB
+929.6%
-861.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +11.0% | +11.6% | -0.6% | +9.6% |
| 30D | -16.0% | -8.9% | -7.1% | -15.0% |
| 3M | -19.8% | -22.4% | +2.6% | -17.8% |
| 6M | -37.1% | +10.1% | -47.2% | -38.3% |
| YTD | +28.0% | -19.0% | +47.0% | +28.7% |
| 1Y | +17.9% | -7.0% | +25.0% | +16.6% |
| 3Y | +152.7% | -9.8% | +162.6% | +140.3% |
| 5Y | +62.3% | -40.1% | +102.3% | +50.5% |
| All | +68.4% | +929.6% | -861.3% | +9.6% |
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