+65.6%
NOC vs MOD
+815.4%
-749.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +4.5% | +16.1% | -11.5% | +4.3% |
| 30D | +14.1% | -38.5% | +52.6% | +14.6% |
| 3M | -4.5% | -46.8% | +42.4% | -3.9% |
| 6M | -0.8% | -61.6% | +60.8% | +0.2% |
| YTD | -2.5% | -20.5% | +18.0% | -3.2% |
| 1Y | -0.1% | -28.0% | +27.9% | -0.7% |
| 3Y | +24.6% | +134.9% | -110.3% | +18.5% |
| 5Y | +65.6% | +833.2% | -767.6% | +49.4% |
| All | +65.6% | +815.4% | -749.9% | +49.4% |
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