+760.2%
NOK vs MDY
+2,615.3%
-1,855.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.2% |
| 7D | +9.3% | -0.8% | +10.1% | +10.2% |
| 30D | +17.9% | -3.9% | +21.7% | +23.0% |
| 3M | -22.3% | 0.0% | -22.3% | -21.7% |
| 6M | +36.4% | +8.5% | +27.8% | +26.4% |
| YTD | +66.3% | +13.2% | +53.1% | +47.3% |
| 1Y | +134.4% | +15.0% | +119.4% | +103.4% |
| 3Y | +186.6% | +49.6% | +137.0% | +81.2% |
| 5Y | +102.7% | +46.0% | +56.7% | +29.9% |
| 10Y | +129.8% | +176.4% | -46.5% | -35.8% |
| All | +760.2% | +2,615.3% | -1,855.1% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling