+138.6%
NOK vs MRK
+230.6%
-92.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.9% |
| 7D | +11.0% | -4.3% | +15.2% | +11.9% |
| 30D | +7.8% | +8.3% | -0.4% | +5.8% |
| 3M | -21.0% | +20.0% | -41.1% | -24.6% |
| 6M | +40.9% | +25.7% | +15.2% | +32.8% |
| YTD | +72.0% | +38.7% | +33.3% | +58.2% |
| 1Y | +140.9% | +74.7% | +66.2% | +108.6% |
| 3Y | +194.3% | +45.4% | +148.9% | +162.3% |
| 5Y | +112.5% | +129.0% | -16.5% | +58.6% |
| All | +138.6% | +230.6% | -92.1% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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