+195.2%
MCD vs NOC
+159.4%
+35.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.6% | +4.5% | -6.1% | -2.6% |
| 30D | +16.0% | +14.1% | +2.0% | +12.2% |
| 3M | 0.0% | -4.5% | +4.4% | +0.8% |
| 6M | +0.9% | -0.8% | +1.7% | +0.7% |
| YTD | -8.7% | -2.5% | -6.2% | -9.1% |
| 1Y | -8.6% | -0.1% | -8.5% | -9.6% |
| 3Y | +9.9% | +24.6% | -14.8% | +1.0% |
| 5Y | +22.6% | +65.6% | -42.9% | +0.7% |
| All | +195.2% | +159.4% | +35.8% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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