+1,017.5%
MDB vs NOC
+104.3%
+913.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -4.5% | -1.6% | -3.0% | -4.3% |
| 30D | -14.0% | -10.4% | -3.6% | -12.5% |
| 3M | +5.3% | -5.6% | +10.9% | +6.2% |
| 6M | +31.9% | -30.4% | +62.3% | +39.5% |
| YTD | -14.6% | -8.5% | -6.1% | -14.1% |
| 1Y | +8.2% | -8.3% | +16.6% | +8.7% |
| 3Y | -5.0% | +28.2% | -33.2% | -12.4% |
| 5Y | -24.5% | +56.7% | -81.3% | -37.1% |
| All | +1,017.5% | +104.3% | +913.2% | +699.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling