+157.4%
NOC vs MLM
+138.2%
+19.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | +4.8% | -0.9% | +5.7% | +5.0% |
| 30D | +11.0% | +9.0% | +2.0% | +8.9% |
| 3M | -3.8% | -5.6% | +1.8% | -2.8% |
| 6M | +0.6% | -10.7% | +11.3% | +2.5% |
| YTD | -2.3% | -17.2% | +14.9% | +0.9% |
| 1Y | +0.3% | -14.2% | +14.5% | +2.7% |
| 3Y | +24.6% | +15.6% | +9.0% | +18.3% |
| 5Y | +66.0% | +26.2% | +39.7% | +51.6% |
| All | +157.4% | +138.2% | +19.2% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling