+24.5%
NOC vs MOD
+138.1%
-113.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +14.0% |
| 3M | -4.6% | -46.0% | +41.4% | -4.8% |
| 6M | +0.7% | -62.2% | +63.0% | +0.7% |
| YTD | -2.6% | -22.8% | +20.2% | -3.4% |
| 1Y | -1.0% | -35.5% | +34.5% | -1.8% |
| 3Y | +24.5% | +128.2% | -103.7% | +28.0% |
| All | +24.5% | +138.1% | -113.7% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling