+935.2%
MDB vs NOC
+117.4%
+817.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.1% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -14.0% | +14.1% | -28.1% | -15.8% |
| 3M | -20.3% | -4.6% | -15.7% | -19.8% |
| 6M | +10.9% | +0.7% | +10.1% | +10.5% |
| YTD | -20.9% | -2.6% | -18.3% | -21.3% |
| 1Y | -11.2% | -1.0% | -10.2% | -12.0% |
| 3Y | -11.9% | +24.5% | -36.4% | -17.7% |
| 5Y | -40.2% | +64.3% | -104.5% | -50.3% |
| All | +935.2% | +117.4% | +817.8% | +632.5% |
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