+138.6%
NOK vs MUB
+17.2%
+121.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.2% |
| 7D | +11.0% | -0.8% | +11.8% | +12.2% |
| 30D | +7.8% | -2.4% | +10.2% | +11.3% |
| 3M | -21.0% | -2.8% | -18.2% | -17.9% |
| 6M | +40.9% | -2.2% | +43.1% | +45.5% |
| YTD | +72.0% | -1.6% | +73.6% | +76.2% |
| 1Y | +140.9% | 0.0% | +140.9% | +141.8% |
| 3Y | +194.3% | +7.9% | +186.4% | +168.0% |
| 5Y | +112.5% | +1.2% | +111.3% | +108.4% |
| All | +138.6% | +17.2% | +121.3% | +156.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling