-16.8%
MCD vs NOC
-9.7%
-7.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.9% | -1.6% | -1.3% | -2.6% |
| 30D | -6.7% | -10.4% | +3.6% | -5.2% |
| 3M | -9.6% | -5.6% | -3.9% | -9.0% |
| 6M | -22.3% | -30.4% | +8.1% | -20.9% |
| YTD | -15.4% | -8.5% | -7.0% | -14.5% |
| 1Y | -16.8% | -8.3% | -8.5% | -18.2% |
| All | -16.8% | -9.7% | -7.1% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling