+16,084.9%
NOC vs MOD
+1,544.7%
+14,540.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +0.7% |
| 7D | -6.6% | -34.2% | +27.6% | -3.0% |
| 30D | +8.7% | -51.9% | +60.6% | +16.1% |
| 3M | -5.4% | -53.0% | +47.7% | +1.0% |
| 6M | -5.1% | -66.4% | +61.2% | +3.7% |
| YTD | -6.8% | -31.5% | +24.8% | -6.0% |
| 1Y | -6.4% | -39.6% | +33.1% | -5.0% |
| 3Y | +17.3% | +116.8% | -99.5% | -1.1% |
| 5Y | +56.3% | +713.8% | -657.5% | +9.4% |
| 10Y | +173.9% | +882.7% | -708.8% | +70.3% |
| All | +16,084.9% | +1,544.7% | +14,540.2% | +8,441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling