+157.9%
NOK vs MP
+450.8%
-292.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.5% |
| 7D | -1.8% | -2.9% | +1.1% | -1.4% |
| 30D | +4.7% | +13.8% | -9.1% | +2.9% |
| 3M | -39.7% | -16.7% | -23.0% | -38.5% |
| 6M | +23.1% | -11.5% | +34.6% | +24.0% |
| YTD | +55.0% | +7.9% | +47.1% | +52.6% |
| 1Y | +118.0% | -15.0% | +133.1% | +116.9% |
| 3Y | +170.5% | +153.5% | +17.0% | +119.1% |
| 5Y | +84.9% | +58.7% | +26.2% | +57.1% |
| All | +157.9% | +450.8% | -292.9% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling