+1,578.5%
NOK vs MDT
+3,069.4%
-1,490.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.5% | +2.2% |
| 7D | -1.8% | +3.2% | -5.0% | -3.0% |
| 30D | +4.7% | +9.5% | -4.8% | +0.7% |
| 3M | -39.7% | +16.0% | -55.6% | -43.9% |
| 6M | +23.1% | +0.2% | +22.9% | +20.9% |
| YTD | +55.0% | -0.3% | +55.3% | +52.2% |
| 1Y | +118.0% | +4.7% | +113.3% | +108.9% |
| 3Y | +170.5% | +26.5% | +144.0% | +136.6% |
| 5Y | +84.9% | -18.2% | +103.1% | +91.7% |
| 10Y | +112.0% | +40.0% | +72.0% | +68.2% |
| All | +1,578.5% | +3,069.4% | -1,490.9% | +425.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling