+180.0%
MCD vs NOC
+187.2%
-7.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -2.0% | -2.7% | +0.7% | -1.4% |
| 30D | -6.1% | -8.9% | +2.7% | -4.0% |
| 3M | -7.3% | -3.7% | -3.6% | -6.5% |
| 6M | -20.9% | -30.8% | +9.9% | -13.8% |
| YTD | -14.7% | -7.9% | -6.7% | -13.7% |
| 1Y | -16.1% | -9.4% | -6.7% | -14.9% |
| 3Y | -1.5% | +29.0% | -30.5% | -10.5% |
| 5Y | +20.4% | +56.1% | -35.6% | +0.3% |
| 10Y | +180.0% | +186.3% | -6.3% | +104.2% |
| All | +180.0% | +187.2% | -7.2% | +104.2% |
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