+14.5%
MDB vs NOC
-10.0%
+24.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -4.1% |
| 7D | -17.4% | -5.2% | -12.3% | -17.6% |
| 30D | -2.0% | -7.2% | +5.2% | -2.2% |
| 3M | -3.0% | -5.1% | +2.1% | -3.3% |
| 6M | +48.7% | -31.1% | +79.8% | +43.0% |
| YTD | -12.1% | -8.6% | -3.6% | -12.4% |
| 1Y | +14.5% | -9.7% | +24.2% | +18.8% |
| All | +14.5% | -10.0% | +24.5% | +18.8% |
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