+65.8%
NOC vs MDY
+34.6%
+31.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +4.8% | +2.3% | +2.6% | +4.3% |
| 30D | +11.0% | +2.0% | +9.0% | +10.5% |
| 3M | -3.8% | -5.6% | +1.8% | -2.6% |
| 6M | +0.6% | +1.3% | -0.6% | +0.2% |
| YTD | -2.3% | +12.3% | -14.6% | -5.1% |
| 1Y | +0.3% | +15.8% | -15.5% | -3.3% |
| 3Y | +24.6% | +56.5% | -31.9% | +10.0% |
| All | +65.8% | +34.6% | +31.2% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling