+105.5%
NOK vs MDT
-19.7%
+125.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | +9.3% | -0.3% | +9.7% | +9.4% |
| 30D | +17.9% | +2.8% | +15.1% | +16.9% |
| 3M | -22.3% | +13.1% | -35.4% | -25.3% |
| 6M | +36.4% | +2.3% | +34.0% | +35.8% |
| YTD | +66.3% | -2.7% | +69.0% | +68.4% |
| 1Y | +134.4% | +0.9% | +133.6% | +133.0% |
| 3Y | +186.6% | +26.8% | +159.8% | +154.8% |
| All | +105.5% | -19.7% | +125.1% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling