+15,768.5%
NOC vs MOD
+3,565.2%
+12,203.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -2.9% |
| 7D | -5.2% | +9.6% | -14.8% | -6.1% |
| 30D | -7.2% | 0.0% | -7.2% | -7.3% |
| 3M | -5.1% | -35.4% | +30.3% | -1.7% |
| 6M | -31.1% | -7.3% | -23.8% | -31.7% |
| YTD | -8.6% | +45.8% | -54.4% | -13.8% |
| 1Y | -9.7% | +43.1% | -52.9% | -15.3% |
| 3Y | +24.3% | +297.7% | -273.4% | -0.7% |
| 5Y | +52.6% | +1,478.8% | -1,426.1% | +0.9% |
| 10Y | +183.6% | +1,633.4% | -1,449.8% | +68.5% |
| All | +15,768.5% | +3,565.2% | +12,203.2% | +7,723.3% |
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