+1,682.3%
NOK vs MKC
+1,960.2%
-277.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | +7.3% | -4.3% | +11.6% | +8.7% |
| 30D | +13.8% | -2.0% | +15.8% | +14.2% |
| 3M | -27.0% | +10.0% | -37.0% | -30.0% |
| 6M | +37.6% | -18.5% | +56.1% | +44.5% |
| YTD | +64.6% | -22.4% | +87.0% | +74.6% |
| 1Y | +132.0% | -23.6% | +155.7% | +146.1% |
| 3Y | +183.7% | -30.4% | +214.1% | +206.2% |
| 5Y | +101.3% | -34.2% | +135.5% | +117.1% |
| 10Y | +122.4% | +26.8% | +95.6% | +82.1% |
| All | +1,682.3% | +1,960.2% | -277.9% | +573.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling