+78.1%
MMM vs NOC
+159.4%
-81.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.8% | +4.5% | -5.4% | -2.0% |
| 30D | +14.4% | +14.1% | +0.3% | +10.1% |
| 3M | +1.8% | -4.5% | +6.2% | +2.8% |
| 6M | +31.3% | -0.8% | +32.1% | +30.8% |
| YTD | +18.0% | -2.5% | +20.5% | +17.1% |
| 1Y | +10.9% | -0.1% | +11.0% | +9.1% |
| 3Y | +160.6% | +24.6% | +136.0% | +133.5% |
| 5Y | +44.5% | +65.6% | -21.1% | +10.4% |
| All | +78.1% | +159.4% | -81.4% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling