+173.8%
NOK vs MP
+459.3%
-285.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.6% | +6.0% |
| 7D | +7.3% | +3.0% | +4.2% | +6.9% |
| 30D | +13.8% | +8.3% | +5.4% | +12.6% |
| 3M | -27.0% | -3.8% | -23.2% | -26.9% |
| 6M | +37.6% | -4.9% | +42.5% | +37.7% |
| YTD | +64.6% | +9.6% | +55.0% | +61.8% |
| 1Y | +132.0% | -11.7% | +143.7% | +129.8% |
| 3Y | +183.7% | +158.5% | +25.2% | +129.3% |
| 5Y | +101.3% | +68.9% | +32.4% | +70.3% |
| All | +173.8% | +459.3% | -285.5% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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