+102.7%
NOK vs MDB
-24.3%
+127.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +1.0% |
| 7D | +9.3% | -4.5% | +13.9% | +9.9% |
| 30D | +17.9% | -14.0% | +31.8% | +19.6% |
| 3M | -22.3% | +5.3% | -27.6% | -23.3% |
| 6M | +36.4% | +31.9% | +4.5% | +30.5% |
| YTD | +66.3% | -14.6% | +80.9% | +66.7% |
| 1Y | +134.4% | +8.2% | +126.2% | +127.5% |
| 3Y | +186.6% | -5.0% | +191.6% | +169.4% |
| 5Y | +102.7% | -24.5% | +127.2% | +80.7% |
| All | +102.7% | -24.3% | +127.0% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling