+27.5%
NOC vs MDY
+48.7%
-21.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | -10.4% | -3.9% | -6.5% | -9.9% |
| 3M | -5.6% | 0.0% | -5.6% | -5.7% |
| 6M | -30.4% | +8.5% | -38.9% | -31.4% |
| YTD | -8.5% | +13.2% | -21.7% | -10.3% |
| 1Y | -8.3% | +15.0% | -23.4% | -10.3% |
| All | +27.5% | +48.7% | -21.1% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling