+127.9%
NOK vs MPC
+1,171.2%
-1,043.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -2.6% |
| 7D | +5.4% | +11.2% | -5.9% | +2.7% |
| 30D | -14.1% | -14.5% | +0.3% | -11.0% |
| 3M | -23.6% | +16.7% | -40.3% | -26.8% |
| 6M | -45.1% | +67.6% | -112.7% | -52.1% |
| YTD | +24.7% | +157.9% | -133.2% | -2.3% |
| 1Y | +19.0% | +116.7% | -97.6% | -2.8% |
| 3Y | +147.0% | +199.8% | -52.7% | +81.2% |
| 5Y | +58.2% | +604.4% | -546.2% | -9.1% |
| All | +127.9% | +1,171.2% | -1,043.2% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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