+7,983.2%
MDT vs NOC
+16,458.4%
-8,475.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.8% |
| 7D | +3.2% | -5.2% | +8.4% | +4.6% |
| 30D | +9.5% | -7.2% | +16.7% | +11.6% |
| 3M | +16.0% | -5.1% | +21.1% | +17.3% |
| 6M | +0.2% | -31.1% | +31.3% | +9.8% |
| YTD | -0.3% | -8.6% | +8.3% | +1.4% |
| 1Y | +4.7% | -9.7% | +14.4% | +6.7% |
| 3Y | +26.5% | +24.3% | +2.3% | +16.9% |
| 5Y | -18.2% | +52.6% | -70.8% | -29.8% |
| 10Y | +40.0% | +183.6% | -143.6% | +0.4% |
| All | +7,983.2% | +16,458.4% | -8,475.2% | +2,562.8% |
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 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