+140.9%
NOK vs MKC
-23.2%
+164.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +5.0% |
| 7D | +11.0% | -1.5% | +12.4% | +10.3% |
| 30D | +7.8% | -3.1% | +11.0% | +6.5% |
| 3M | -21.0% | +5.2% | -26.2% | -18.4% |
| 6M | +40.9% | -12.8% | +53.7% | +40.4% |
| YTD | +72.0% | -23.3% | +95.3% | +63.9% |
| 1Y | +140.9% | -24.1% | +165.0% | +130.9% |
| All | +140.9% | -23.2% | +164.1% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling