+59.1%
NOC vs MKC
-33.0%
+92.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.8% | -1.5% | +2.2% | +1.0% |
| 30D | -9.7% | -3.1% | -6.6% | -9.2% |
| 3M | -5.6% | +5.2% | -10.8% | -6.6% |
| 6M | -28.6% | -12.8% | -15.8% | -27.0% |
| YTD | -7.9% | -23.3% | +15.4% | -3.8% |
| 1Y | -9.5% | -24.1% | +14.6% | -5.4% |
| 3Y | +28.4% | -32.1% | +60.5% | +37.7% |
| All | +59.1% | -33.0% | +92.1% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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