+8,801.5%
MDT vs NOC
+17,598.2%
-8,796.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +1.0% | +4.8% | -3.8% | -0.2% |
| 30D | +9.2% | +11.0% | -1.9% | +6.1% |
| 3M | +14.5% | -3.8% | +18.3% | +15.3% |
| 6M | +37.3% | +0.6% | +36.7% | +36.5% |
| YTD | +9.8% | -2.3% | +12.1% | +9.5% |
| 1Y | +10.5% | +0.3% | +10.3% | +9.5% |
| 3Y | +57.4% | +24.6% | +32.8% | +45.6% |
| 5Y | +1.2% | +66.0% | -64.8% | -15.1% |
| 10Y | +63.2% | +161.2% | -97.9% | +19.4% |
| All | +8,801.5% | +17,598.2% | -8,796.7% | +2,777.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling