+140.9%
NOK vs MDT
+1.7%
+139.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +4.4% |
| 7D | +11.0% | -3.4% | +14.4% | +9.1% |
| 30D | +7.8% | +0.2% | +7.6% | +8.2% |
| 3M | -21.0% | +14.3% | -35.3% | -15.5% |
| 6M | +40.9% | +4.0% | +36.9% | +52.0% |
| YTD | +72.0% | -3.7% | +75.7% | +83.5% |
| 1Y | +140.9% | -0.4% | +141.3% | +159.1% |
| All | +140.9% | +1.7% | +139.2% | +159.1% |
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