-10.4%
MDB vs NOC
+22.9%
-33.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +2.0% | +4.7% |
| 7D | -0.9% | -2.9% | +2.0% | -1.0% |
| 30D | -15.2% | +12.1% | -27.3% | -15.0% |
| 3M | -17.9% | -5.3% | -12.7% | -17.8% |
| 6M | +9.3% | -1.0% | +10.3% | +9.3% |
| YTD | -22.0% | -4.3% | -17.7% | -22.2% |
| 1Y | -9.3% | -3.6% | -5.7% | -9.6% |
| 3Y | -10.4% | +22.9% | -33.3% | -12.8% |
| All | -10.4% | +22.9% | -33.2% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling