+433.8%
MAR vs NOC
+192.5%
+241.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | -5.4% | -9.7% | +4.3% | -3.3% |
| 3M | -15.5% | -5.6% | -9.9% | -14.6% |
| 6M | +3.0% | -28.6% | +31.5% | +10.5% |
| YTD | +8.5% | -7.9% | +16.4% | +9.1% |
| 1Y | +26.0% | -9.5% | +35.5% | +27.1% |
| 3Y | +68.6% | +28.4% | +40.2% | +52.0% |
| 5Y | +157.4% | +59.0% | +98.4% | +106.7% |
| All | +433.8% | +192.5% | +241.4% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling