+5,037.2%
NOC vs MCO
+7,284.8%
-2,247.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -1.8% | -7.3% | +5.6% | +0.1% |
| 30D | -9.4% | -1.7% | -7.7% | -9.1% |
| 3M | -3.8% | +3.9% | -7.8% | -4.9% |
| 6M | -28.8% | +3.8% | -32.6% | -29.7% |
| YTD | -7.9% | -7.9% | 0.0% | -6.8% |
| 1Y | -9.0% | -6.8% | -2.2% | -8.3% |
| 3Y | +29.1% | +40.9% | -11.9% | +15.5% |
| 5Y | +58.9% | +27.5% | +31.4% | +42.6% |
| 10Y | +191.2% | +381.4% | -190.2% | +82.1% |
| All | +5,037.2% | +7,284.8% | -2,247.6% | +1,457.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling