+115.1%
NOK vs MTB
+104.1%
+11.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +11.0% | 0.0% | +11.0% | +11.0% |
| 30D | +7.8% | -4.8% | +12.6% | +9.4% |
| 3M | -21.0% | +6.0% | -27.0% | -22.6% |
| 6M | +40.9% | +19.6% | +21.3% | +33.0% |
| YTD | +72.0% | +21.5% | +50.5% | +61.3% |
| 1Y | +140.9% | +24.7% | +116.2% | +123.5% |
| 3Y | +194.3% | +108.6% | +85.7% | +121.9% |
| All | +115.1% | +104.1% | +11.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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