+194.3%
NOK vs MDY
+48.5%
+145.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.2% |
| 7D | +11.0% | -1.9% | +12.8% | +12.6% |
| 30D | +7.8% | -4.6% | +12.5% | +12.0% |
| 3M | -21.0% | -1.2% | -19.8% | -19.8% |
| 6M | +40.9% | +9.2% | +31.7% | +34.6% |
| YTD | +72.0% | +13.1% | +59.0% | +61.1% |
| 1Y | +140.9% | +13.0% | +127.9% | +125.5% |
| 3Y | +194.3% | +49.2% | +145.0% | +116.1% |
| All | +194.3% | +48.5% | +145.8% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling