+55.6%
NOC vs MLM
+41.9%
+13.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.7% |
| 7D | -5.2% | -2.9% | -2.3% | -4.8% |
| 30D | -7.2% | -6.8% | -0.4% | -6.3% |
| 3M | -5.1% | -11.2% | +6.1% | -3.7% |
| 6M | -31.1% | -21.8% | -9.2% | -28.8% |
| YTD | -8.6% | -17.0% | +8.4% | -6.5% |
| 1Y | -9.7% | -16.4% | +6.6% | -7.8% |
| 3Y | +24.3% | +14.5% | +9.8% | +21.6% |
| All | +55.6% | +41.9% | +13.7% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling