+14,639.2%
MO vs NOC
+16,477.4%
-1,838.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | +3.6% | -10.4% | +14.0% | +5.9% |
| 3M | -3.7% | -5.6% | +1.9% | -2.8% |
| 6M | +4.5% | -30.4% | +34.9% | +12.2% |
| YTD | +21.5% | -8.5% | +30.0% | +22.9% |
| 1Y | +9.5% | -8.3% | +17.9% | +10.6% |
| 3Y | +93.6% | +28.2% | +65.4% | +80.1% |
| 5Y | +97.5% | +56.7% | +40.8% | +74.4% |
| 10Y | +111.2% | +189.3% | -78.2% | +63.0% |
| All | +14,639.2% | +16,477.4% | -1,838.1% | +5,858.3% |
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 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