+4,407.5%
MU vs NOC
+160.0%
+4,247.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +12.8% | +4.8% | +8.0% | +12.1% |
| 30D | -14.9% | +11.0% | -25.9% | -16.2% |
| 3M | -18.0% | -3.8% | -14.3% | -17.7% |
| 6M | -3.1% | +0.6% | -3.8% | -3.9% |
| YTD | +172.9% | -2.3% | +175.2% | +171.3% |
| 1Y | +228.8% | +0.3% | +228.6% | +224.8% |
| 3Y | +950.8% | +24.6% | +926.2% | +853.9% |
| 5Y | +931.3% | +66.0% | +865.3% | +682.0% |
| All | +4,407.5% | +160.0% | +4,247.5% | +2,761.0% |
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 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