+2.7%
MDT vs NOC
+65.6%
-62.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +1.0% | +4.8% | -3.8% | +0.3% |
| 30D | +9.2% | +11.0% | -1.9% | +7.2% |
| 3M | +14.5% | -3.8% | +18.3% | +15.0% |
| 6M | +37.3% | +0.6% | +36.7% | +36.8% |
| YTD | +9.8% | -2.3% | +12.1% | +9.7% |
| 1Y | +10.5% | +0.3% | +10.3% | +10.0% |
| 3Y | +57.4% | +24.6% | +32.8% | +51.2% |
| All | +2.7% | +65.6% | -62.9% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling