+154.9%
MAR vs NOC
+56.3%
+98.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.5% | -1.6% | +1.1% | -0.4% |
| 30D | -4.7% | -10.4% | +5.7% | -4.1% |
| 3M | -15.6% | -5.6% | -10.0% | -15.4% |
| 6M | +1.2% | -30.4% | +31.6% | +2.9% |
| YTD | +7.5% | -8.5% | +16.0% | +7.2% |
| 1Y | +26.6% | -8.3% | +35.0% | +26.3% |
| 3Y | +66.0% | +28.2% | +37.7% | +60.5% |
| All | +154.9% | +56.3% | +98.7% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling