+16,860.8%
NOC vs MKC
+3,068.3%
+13,792.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | 0.0% |
| 7D | +4.8% | -3.0% | +7.8% | +5.6% |
| 30D | +11.0% | +4.8% | +6.2% | +9.6% |
| 3M | -3.8% | -12.8% | +9.0% | -0.9% |
| 6M | +0.6% | +5.0% | -4.4% | -1.0% |
| YTD | -2.3% | -29.1% | +26.8% | +4.7% |
| 1Y | +0.3% | -26.4% | +26.6% | +6.4% |
| 3Y | +24.6% | -21.6% | +46.2% | +29.1% |
| 5Y | +66.0% | -35.2% | +101.2% | +77.7% |
| 10Y | +161.2% | +25.6% | +135.5% | +138.7% |
| All | +16,860.8% | +3,068.3% | +13,792.5% | +10,150.2% |
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