+7.5%
MDB vs NOC
-9.2%
+16.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.4% |
| 7D | -18.0% | -2.7% | -15.3% | -18.0% |
| 30D | -10.7% | -8.9% | -1.9% | -11.0% |
| 3M | +1.0% | -3.7% | +4.7% | +0.9% |
| 6M | +31.6% | -30.8% | +62.4% | +27.0% |
| YTD | -15.2% | -7.9% | -7.2% | -15.7% |
| All | +7.5% | -9.2% | +16.7% | +11.3% |
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