+132.0%
NOK vs MPC
+121.7%
+10.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +5.7% |
| 7D | +7.3% | +3.9% | +3.4% | +6.4% |
| 30D | +13.8% | +33.8% | -20.0% | +7.1% |
| 3M | -27.0% | +49.9% | -76.9% | -32.8% |
| 6M | +37.6% | +80.9% | -43.3% | +22.7% |
| YTD | +64.6% | +147.4% | -82.8% | +45.9% |
| All | +132.0% | +121.7% | +10.3% | +109.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling