+1,527.5%
META vs NOC
+1,044.8%
+482.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.5% |
| 7D | +6.7% | -5.2% | +11.9% | +7.9% |
| 30D | +4.8% | -7.2% | +12.0% | +6.3% |
| 3M | -1.6% | -5.1% | +3.5% | -0.9% |
| 6M | -7.5% | -31.1% | +23.6% | -0.3% |
| YTD | -6.4% | -8.6% | +2.2% | -5.6% |
| 1Y | -17.3% | -9.7% | -7.6% | -16.5% |
| 3Y | +109.9% | +24.3% | +85.7% | +91.1% |
| 5Y | +65.4% | +52.6% | +12.7% | +35.3% |
| 10Y | +391.8% | +183.6% | +208.2% | +182.2% |
| All | +1,527.5% | +1,044.8% | +482.7% | +419.1% |
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