+129.8%
NOK vs MPC
+1,153.9%
-1,024.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +9.3% | +3.2% | +6.1% | +8.5% |
| 30D | +17.9% | +25.0% | -7.2% | +11.5% |
| 3M | -22.3% | +55.2% | -77.5% | -30.5% |
| 6M | +36.4% | +86.4% | -50.0% | +16.3% |
| YTD | +66.3% | +148.5% | -82.2% | +31.9% |
| 1Y | +134.4% | +121.7% | +12.7% | +90.6% |
| 3Y | +186.6% | +172.9% | +13.7% | +115.5% |
| 5Y | +102.7% | +679.9% | -577.2% | +13.4% |
| 10Y | +129.8% | +1,174.7% | -1,044.9% | -2.8% |
| All | +129.8% | +1,153.9% | -1,024.1% | -2.8% |
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