+265.1%
MU vs NOC
-7.1%
+272.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.5% | -2.5% | -9.0% |
| 7D | -19.1% | -5.0% | -14.2% | -21.0% |
| 30D | -25.2% | +10.3% | -35.6% | -21.2% |
| 3M | -10.9% | -4.3% | -6.6% | -11.2% |
| 6M | +38.0% | -6.5% | +44.5% | +41.1% |
| YTD | +178.8% | -6.7% | +185.6% | +194.6% |
| 1Y | +265.1% | -7.5% | +272.6% | +281.0% |
| All | +265.1% | -7.1% | +272.2% | +281.0% |
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