+21.3%
NOK vs MDT
+20.2%
+1.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | +1.3% |
| 7D | -10.4% | +10.7% | -21.2% | -4.1% |
| 30D | -19.0% | +19.3% | -38.3% | -8.7% |
| 3M | -16.7% | +22.8% | -39.5% | -4.7% |
| 6M | -37.1% | +36.4% | -73.5% | -24.5% |
| YTD | +27.7% | +12.1% | +15.6% | +53.8% |
| 1Y | +21.3% | +19.9% | +1.4% | +43.7% |
| All | +21.3% | +20.2% | +1.0% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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