+138.6%
NOK vs MDT
+39.8%
+98.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.0% |
| 7D | +11.0% | -3.4% | +14.4% | +12.1% |
| 30D | +7.8% | +0.2% | +7.6% | +7.5% |
| 3M | -21.0% | +14.3% | -35.3% | -25.3% |
| 6M | +40.9% | +4.0% | +36.9% | +37.5% |
| YTD | +72.0% | -3.7% | +75.7% | +72.5% |
| 1Y | +140.9% | -0.4% | +141.3% | +137.5% |
| 3Y | +194.3% | +23.3% | +170.9% | +163.2% |
| 5Y | +112.5% | -18.9% | +131.4% | +120.8% |
| All | +138.6% | +39.8% | +98.7% | +102.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling