+15,879.4%
NOC vs MKC
+3,364.7%
+12,514.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.7% | -4.3% | +1.7% | -1.7% |
| 30D | -8.9% | -2.0% | -6.9% | -8.4% |
| 3M | -3.7% | +10.0% | -13.7% | -6.0% |
| 6M | -30.8% | -18.5% | -12.3% | -27.8% |
| YTD | -7.9% | -22.4% | +14.5% | -3.2% |
| 1Y | -9.4% | -23.6% | +14.2% | -4.5% |
| 3Y | +29.0% | -30.4% | +59.4% | +37.6% |
| 5Y | +56.1% | -34.2% | +90.2% | +66.8% |
| 10Y | +186.3% | +26.8% | +159.4% | +161.1% |
| All | +15,879.4% | +3,364.7% | +12,514.7% | +9,381.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling