+16,877.1%
NOC vs MOD
+1,819.7%
+15,057.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.1% |
| 7D | +4.9% | +8.2% | -3.4% | +4.0% |
| 30D | +13.6% | -38.2% | +51.8% | +18.4% |
| 3M | -3.9% | -46.2% | +42.4% | +1.2% |
| 6M | +1.4% | -62.5% | +63.9% | +9.6% |
| YTD | -2.2% | -20.1% | +17.9% | -3.0% |
| 1Y | -1.2% | -29.7% | +28.5% | -1.1% |
| 3Y | +25.0% | +136.2% | -111.2% | +4.6% |
| 5Y | +66.0% | +820.4% | -754.4% | +14.8% |
| 10Y | +161.4% | +839.8% | -678.4% | +64.0% |
| All | +16,877.1% | +1,819.7% | +15,057.4% | +8,721.4% |
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 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