+115.1%
NOK vs MKC
-33.0%
+148.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.8% |
| 7D | +11.0% | -1.5% | +12.4% | +11.0% |
| 30D | +7.8% | -3.1% | +11.0% | +7.9% |
| 3M | -21.0% | +5.2% | -26.2% | -21.5% |
| 6M | +40.9% | -12.8% | +53.7% | +43.8% |
| YTD | +72.0% | -23.3% | +95.3% | +78.6% |
| 1Y | +140.9% | -24.1% | +165.0% | +150.2% |
| 3Y | +194.3% | -32.1% | +226.4% | +209.9% |
| All | +115.1% | -33.0% | +148.1% | +123.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling