+162.8%
NOC vs MLM
+149.0%
+13.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -0.3% | -2.9% | +2.6% | +0.2% |
| 30D | +14.1% | +10.4% | +3.7% | +11.7% |
| 3M | -4.6% | -3.7% | -0.9% | -4.1% |
| 6M | +0.7% | -10.3% | +11.0% | +2.5% |
| YTD | -2.6% | -14.8% | +12.2% | -0.1% |
| 1Y | -1.0% | -13.9% | +12.9% | +1.4% |
| 3Y | +24.5% | +18.4% | +6.1% | +17.6% |
| 5Y | +64.3% | +31.8% | +32.5% | +48.6% |
| 10Y | +162.8% | +143.4% | +19.4% | +90.6% |
| All | +162.8% | +149.0% | +13.8% | +90.6% |
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