+45.5%
NOK vs MP
-5.6%
+51.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.3% | +1.9% |
| 7D | -10.5% | -10.5% | 0.0% | -8.9% |
| 30D | -27.9% | -23.5% | -4.3% | -24.7% |
| 3M | -18.8% | -25.4% | +6.7% | -15.2% |
| 6M | -41.9% | -51.3% | +9.3% | -35.8% |
| YTD | +18.4% | -29.9% | +48.3% | +24.1% |
| 1Y | +10.9% | -31.8% | +42.7% | +15.9% |
| 3Y | +137.9% | +127.0% | +10.9% | +77.7% |
| All | +45.5% | -5.6% | +51.1% | +29.6% |
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