+2,498.9%
MAR vs NOC
+1,834.9%
+664.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.0% |
| 7D | -4.2% | -5.2% | +1.0% | -2.4% |
| 30D | -6.7% | -7.2% | +0.5% | -4.4% |
| 3M | -12.5% | -5.1% | -7.4% | -11.2% |
| 6M | +0.6% | -31.1% | +31.6% | +13.2% |
| YTD | +9.1% | -8.6% | +17.7% | +10.7% |
| 1Y | +26.2% | -9.7% | +35.9% | +28.4% |
| 3Y | +68.2% | +24.3% | +43.9% | +48.4% |
| 5Y | +163.9% | +52.6% | +111.3% | +107.8% |
| 10Y | +420.6% | +183.6% | +237.0% | +209.3% |
| All | +2,498.9% | +1,834.9% | +664.1% | +700.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling