-9.7%
NOC vs MCO
+0.4%
-10.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.2% |
| 7D | -5.2% | -4.2% | -1.0% | -4.7% |
| 30D | -7.2% | +2.2% | -9.4% | -7.5% |
| 3M | -5.1% | +10.1% | -15.2% | -6.3% |
| 6M | -31.1% | +5.3% | -36.3% | -31.6% |
| YTD | -8.6% | -2.7% | -5.8% | -9.6% |
| 1Y | -9.7% | -0.4% | -9.3% | -11.3% |
| All | -9.7% | +0.4% | -10.1% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling