+3,179.7%
MAR vs NOC
+1,963.2%
+1,216.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.9% |
| 7D | +1.8% | +4.5% | -2.8% | +0.3% |
| 30D | +14.3% | +14.1% | +0.2% | +9.2% |
| 3M | +20.0% | -4.5% | +24.5% | +21.4% |
| 6M | +21.7% | -0.8% | +22.5% | +21.2% |
| YTD | +37.7% | -2.5% | +40.2% | +36.3% |
| 1Y | +46.8% | -0.1% | +46.9% | +44.1% |
| 3Y | +121.0% | +24.6% | +96.4% | +95.8% |
| 5Y | +183.1% | +65.6% | +117.5% | +116.7% |
| 10Y | +532.4% | +160.5% | +371.9% | +289.6% |
| All | +3,179.7% | +1,963.2% | +1,216.6% | +885.4% |
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