+3,168.2%
MAR vs NOC
+1,968.1%
+1,200.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.6% | +4.8% | -3.2% | 0.0% |
| 30D | +13.8% | +11.0% | +2.8% | +9.7% |
| 3M | +20.3% | -3.8% | +24.1% | +21.4% |
| 6M | +21.3% | +0.6% | +20.7% | +20.2% |
| YTD | +37.2% | -2.3% | +39.5% | +35.8% |
| 1Y | +48.4% | +0.3% | +48.2% | +45.5% |
| 3Y | +120.1% | +24.6% | +95.5% | +95.1% |
| 5Y | +182.1% | +66.0% | +116.1% | +115.8% |
| 10Y | +530.2% | +161.2% | +369.1% | +287.9% |
| All | +3,168.2% | +1,968.1% | +1,200.1% | +881.1% |
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