+4,332.7%
NOC vs MDY
+2,644.5%
+1,688.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -2.7% | +1.0% | -3.7% | -3.2% |
| 30D | -8.9% | -3.1% | -5.7% | -7.5% |
| 3M | -3.7% | +1.8% | -5.5% | -4.7% |
| 6M | -30.8% | +10.8% | -41.6% | -34.5% |
| YTD | -7.9% | +14.4% | -22.4% | -14.3% |
| 1Y | -9.4% | +15.2% | -24.6% | -16.1% |
| 3Y | +29.0% | +51.2% | -22.2% | +1.8% |
| 5Y | +56.1% | +47.2% | +8.8% | +22.0% |
| 10Y | +186.3% | +171.1% | +15.2% | +57.3% |
| All | +4,332.7% | +2,644.5% | +1,688.2% | +649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling