+1.9%
META vs NOC
-3.0%
+4.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +5.3% |
| 7D | +5.7% | -2.9% | +8.6% | +5.4% |
| 30D | -10.8% | +12.1% | -22.9% | -10.3% |
| 3M | +8.4% | -5.3% | +13.7% | +8.6% |
| 6M | +5.4% | -1.0% | +6.4% | +5.7% |
| YTD | -2.6% | -4.3% | +1.7% | -3.0% |
| All | +1.9% | -3.0% | +4.9% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling