+6,475.2%
MCD vs NOC
+16,780.9%
-10,305.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +7.1% | -5.8% | +13.0% | +8.4% |
| 30D | +19.8% | +10.9% | +8.9% | +17.1% |
| 3M | +0.8% | -7.1% | +7.9% | +2.1% |
| 6M | -1.3% | -5.3% | +4.0% | -0.5% |
| YTD | -7.8% | -6.8% | -0.9% | -7.1% |
| 1Y | -5.0% | -6.7% | +1.8% | -4.3% |
| 3Y | +10.5% | +17.2% | -6.6% | +5.0% |
| 5Y | +22.0% | +56.3% | -34.3% | +7.4% |
| 10Y | +216.7% | +173.7% | +42.9% | +145.2% |
| All | +6,475.2% | +16,780.9% | -10,305.7% | +2,445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling