+56.7%
NOC vs MOD
+748.9%
-692.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.8% | -0.1% |
| 7D | -5.8% | -25.5% | +19.7% | -5.5% |
| 30D | +10.9% | -49.0% | +59.9% | +11.7% |
| 3M | -7.1% | -49.8% | +42.7% | -6.5% |
| 6M | -5.3% | -64.8% | +59.4% | -4.3% |
| YTD | -6.8% | -27.6% | +20.8% | -7.4% |
| 1Y | -6.7% | -35.2% | +28.5% | -7.2% |
| 3Y | +17.2% | +137.1% | -120.0% | +11.1% |
| All | +56.7% | +748.9% | -692.2% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling