-1.0%
NOC vs MOD
-35.8%
+34.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +1.8% |
| 7D | -0.3% | -17.8% | +17.5% | -0.3% |
| 30D | +14.1% | -43.2% | +57.4% | +13.8% |
| 3M | -4.6% | -46.0% | +41.4% | -5.0% |
| 6M | +0.7% | -62.2% | +63.0% | +0.5% |
| YTD | -2.6% | -22.8% | +20.2% | -7.2% |
| 1Y | -1.0% | -35.5% | +34.5% | -6.2% |
| All | -1.0% | -35.8% | +34.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling