+6,923.6%
MCK vs NOC
+4,979.5%
+1,944.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.9% | +0.8% | -3.7% | -3.2% |
| 30D | +0.4% | -9.7% | +10.1% | +3.5% |
| 3M | +12.1% | -5.6% | +17.7% | +13.9% |
| 6M | -5.4% | -28.6% | +23.1% | +4.4% |
| YTD | +7.8% | -7.9% | +15.7% | +9.6% |
| 1Y | +22.9% | -9.5% | +32.5% | +25.6% |
| 3Y | +110.7% | +28.4% | +82.4% | +89.6% |
| 5Y | +346.2% | +59.0% | +287.2% | +267.0% |
| 10Y | +440.1% | +191.3% | +248.9% | +264.1% |
| All | +6,923.6% | +4,979.5% | +1,944.1% | +2,233.2% |
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 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