+110.3%
NOK vs MPC
+2,984.8%
-2,874.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.6% | +2.2% | +5.6% |
| 7D | -1.4% | -9.4% | +8.0% | +1.2% |
| 30D | -21.0% | -14.3% | -6.7% | -17.9% |
| 3M | -12.6% | +31.1% | -43.7% | -19.2% |
| 6M | -36.2% | +60.3% | -96.5% | -44.1% |
| YTD | +26.4% | +142.5% | -116.1% | -1.3% |
| 1Y | +19.6% | +104.6% | -85.0% | -2.5% |
| 3Y | +152.6% | +191.7% | -39.1% | +82.1% |
| 5Y | +57.3% | +549.2% | -491.9% | -11.3% |
| 10Y | +123.8% | +1,106.2% | -982.4% | -6.9% |
| All | +110.3% | +2,984.8% | -2,874.5% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling