-7.7%
MDB vs NOC
-7.1%
-0.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -2.2% |
| 7D | -16.5% | -5.0% | -11.6% | -16.7% |
| 30D | -8.6% | +10.3% | -18.9% | -8.0% |
| 3M | -13.6% | -4.3% | -9.3% | -13.2% |
| 6M | +24.1% | -6.5% | +30.6% | +23.1% |
| YTD | -21.8% | -6.7% | -15.0% | -21.8% |
| 1Y | -7.7% | -7.5% | -0.2% | -7.3% |
| All | -7.7% | -7.1% | -0.7% | -7.3% |
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