+21.3%
NOK vs MUB
+0.1%
+21.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -3.4% |
| 7D | -10.4% | +0.6% | -11.0% | -11.4% |
| 30D | -19.0% | +3.2% | -22.2% | -25.1% |
| 3M | -16.7% | -1.1% | -15.7% | -9.2% |
| 6M | -37.1% | -1.1% | -36.0% | -30.6% |
| YTD | +27.7% | -0.5% | +28.1% | +33.0% |
| 1Y | +21.3% | 0.0% | +21.3% | +24.4% |
| All | +21.3% | +0.1% | +21.2% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 1y: compounded portfolio wealth divided by compounded MUB 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…
1y analysis · Full analysis span regression · 6 months rolling