+60.7%
NOK vs MP
-13.0%
+73.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.1% |
| 7D | +5.4% | +9.5% | -4.1% | +3.8% |
| 30D | -14.1% | -3.0% | -11.2% | -13.7% |
| 3M | -23.6% | -30.4% | +6.8% | -19.3% |
| 6M | -45.1% | -39.2% | -6.0% | -41.1% |
| YTD | +24.7% | -23.3% | +48.0% | +28.8% |
| 1Y | +19.0% | -32.6% | +51.7% | +24.3% |
| 3Y | +147.0% | +159.3% | -12.2% | +79.0% |
| All | +60.7% | -13.0% | +73.7% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling