-18.3%
MDT vs NOC
+57.3%
-75.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | -1.6% | -1.8% | +0.2% | -1.3% |
| 30D | +1.0% | -9.4% | +10.5% | +2.6% |
| 3M | +15.2% | -3.8% | +19.0% | +15.8% |
| 6M | +3.7% | -28.8% | +32.4% | +8.7% |
| YTD | -3.0% | -7.9% | +4.9% | -2.0% |
| 1Y | +2.5% | -9.0% | +11.5% | +3.7% |
| 3Y | +26.5% | +29.1% | -2.6% | +20.9% |
| 5Y | -18.3% | +58.9% | -77.2% | -26.7% |
| All | -18.3% | +57.3% | -75.6% | -26.7% |
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