+189.8%
NOC vs MDY
+177.2%
+12.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +0.8% | -1.9% | +2.6% | +1.6% |
| 30D | -9.7% | -4.6% | -5.1% | -7.9% |
| 3M | -5.6% | -1.2% | -4.4% | -5.3% |
| 6M | -28.6% | +9.2% | -37.8% | -31.5% |
| YTD | -7.9% | +13.1% | -20.9% | -13.0% |
| 1Y | -9.5% | +13.0% | -22.5% | -14.6% |
| 3Y | +28.4% | +49.2% | -20.8% | +4.3% |
| 5Y | +59.0% | +47.2% | +11.7% | +27.0% |
| All | +189.8% | +177.2% | +12.7% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling