+17.9%
NOK vs MDB
-8.9%
+26.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +11.0% | +11.6% | -0.6% | +9.2% |
| 30D | -16.0% | -8.9% | -7.1% | -14.7% |
| 3M | -19.8% | -22.4% | +2.6% | -17.5% |
| 6M | -37.1% | +10.1% | -47.2% | -36.8% |
| YTD | +28.0% | -19.0% | +47.0% | +35.6% |
| 1Y | +17.9% | -7.0% | +25.0% | +22.8% |
| All | +17.9% | -8.9% | +26.8% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling