+45.5%
NOK vs MPC
+527.1%
-481.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.9% |
| 7D | -10.5% | -16.2% | +5.7% | -7.1% |
| 30D | -27.9% | -15.7% | -12.2% | -25.4% |
| 3M | -18.8% | +24.9% | -43.7% | -23.2% |
| 6M | -41.9% | +52.7% | -94.6% | -47.5% |
| YTD | +18.4% | +131.9% | -113.5% | -2.5% |
| 1Y | +10.9% | +96.6% | -85.8% | -5.5% |
| 3Y | +137.9% | +163.8% | -25.9% | +83.5% |
| All | +45.5% | +527.1% | -481.6% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling