+5,630.7%
NOC vs MLM
+2,961.7%
+2,668.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.7% |
| 7D | -5.2% | -2.9% | -2.3% | -4.6% |
| 30D | -7.2% | -6.8% | -0.4% | -5.9% |
| 3M | -5.1% | -11.2% | +6.1% | -3.1% |
| 6M | -31.1% | -21.8% | -9.2% | -27.9% |
| YTD | -8.6% | -17.0% | +8.4% | -5.6% |
| 1Y | -9.7% | -16.4% | +6.6% | -7.0% |
| 3Y | +24.3% | +14.5% | +9.8% | +18.5% |
| 5Y | +52.6% | +41.7% | +10.9% | +36.9% |
| 10Y | +183.6% | +200.0% | -16.4% | +108.2% |
| All | +5,630.7% | +2,961.7% | +2,668.9% | +2,629.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling