-11.2%
MDB vs NOC
-1.3%
-9.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.4% |
| 7D | -1.0% | -0.3% | -0.7% | -1.1% |
| 30D | -14.0% | +14.1% | -28.1% | -13.4% |
| 3M | -20.3% | -4.6% | -15.7% | -20.2% |
| 6M | +10.9% | +0.7% | +10.1% | +10.5% |
| YTD | -20.9% | -2.6% | -18.3% | -21.2% |
| 1Y | -11.2% | -1.0% | -10.2% | -12.1% |
| All | -11.2% | -1.3% | -9.9% | -12.1% |
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