+1,682.3%
NOK vs MTB
+3,173.7%
-1,491.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | +7.3% | +2.8% | +4.5% | +6.0% |
| 30D | +13.8% | -4.2% | +18.0% | +15.7% |
| 3M | -27.0% | +7.8% | -34.8% | -29.4% |
| 6M | +37.6% | +14.8% | +22.8% | +29.5% |
| YTD | +64.6% | +20.8% | +43.8% | +51.4% |
| 1Y | +132.0% | +23.1% | +108.9% | +110.9% |
| 3Y | +183.7% | +114.8% | +68.8% | +98.7% |
| 5Y | +101.3% | +103.3% | -2.0% | +39.6% |
| 10Y | +122.4% | +173.0% | -50.6% | +19.2% |
| All | +1,682.3% | +3,173.7% | -1,491.4% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling