+37.0%
MDT vs NOC
+192.5%
-155.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.4% | +0.8% | -4.2% | -3.6% |
| 30D | +0.2% | -9.7% | +9.9% | +2.9% |
| 3M | +14.3% | -5.6% | +19.9% | +15.8% |
| 6M | +4.0% | -28.6% | +32.6% | +13.1% |
| YTD | -3.7% | -7.9% | +4.2% | -2.3% |
| 1Y | -0.4% | -9.5% | +9.2% | +1.4% |
| 3Y | +23.3% | +28.4% | -5.0% | +11.9% |
| 5Y | -18.9% | +59.0% | -77.8% | -33.6% |
| All | +37.0% | +192.5% | -155.5% | +1.3% |
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