+4,277.4%
MU vs NOC
+158.6%
+4,118.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -15.2% | -0.3% | -14.9% | -15.1% |
| 30D | -29.5% | +14.1% | -43.6% | -30.9% |
| 3M | -15.8% | -4.6% | -11.1% | -15.3% |
| 6M | -2.9% | +0.7% | -3.6% | -3.8% |
| YTD | +154.2% | -2.6% | +156.9% | +152.8% |
| 1Y | +186.6% | -1.0% | +187.6% | +183.7% |
| 3Y | +871.5% | +24.5% | +847.0% | +781.3% |
| 5Y | +911.7% | +64.3% | +847.4% | +669.6% |
| 10Y | +4,277.4% | +162.8% | +4,114.6% | +2,648.5% |
| All | +4,277.4% | +158.6% | +4,118.7% | +2,648.5% |
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