+138.6%
NOK vs MET
+249.3%
-110.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +11.0% | -0.5% | +11.5% | +11.1% |
| 30D | +7.8% | +0.5% | +7.4% | +7.5% |
| 3M | -21.0% | +11.6% | -32.6% | -24.6% |
| 6M | +40.9% | +40.8% | +0.1% | +23.0% |
| YTD | +72.0% | +25.7% | +46.4% | +56.0% |
| 1Y | +140.9% | +24.4% | +116.5% | +118.5% |
| 3Y | +194.3% | +67.5% | +126.8% | +133.9% |
| 5Y | +112.5% | +85.8% | +26.7% | +61.9% |
| All | +138.6% | +249.3% | -110.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling