+161.3%
NOC vs MLM
+167.5%
-6.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.2% |
| 7D | -2.9% | -3.8% | +0.9% | -2.2% |
| 30D | +12.1% | +11.0% | +1.1% | +9.6% |
| 3M | -5.3% | -3.1% | -2.2% | -4.8% |
| 6M | -1.0% | -9.8% | +8.8% | +0.6% |
| YTD | -4.3% | -14.4% | +10.1% | -1.9% |
| 1Y | -3.6% | -12.6% | +8.9% | -1.7% |
| 3Y | +22.9% | +19.7% | +3.2% | +15.9% |
| 5Y | +60.4% | +29.8% | +30.6% | +45.6% |
| 10Y | +161.3% | +153.5% | +7.7% | +88.8% |
| All | +161.3% | +167.5% | -6.2% | +88.8% |
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