+5,778.3%
MU vs NOC
+187.2%
+5,591.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +7.2% | -2.7% | +9.8% | +7.6% |
| 30D | +14.0% | -8.9% | +22.8% | +15.5% |
| 3M | +5.4% | -3.7% | +9.1% | +5.4% |
| 6M | +170.3% | -30.8% | +201.1% | +189.6% |
| YTD | +250.7% | -7.9% | +258.6% | +252.1% |
| 1Y | +662.1% | -9.4% | +671.5% | +666.3% |
| 3Y | +1,341.2% | +29.0% | +1,312.2% | +1,171.7% |
| 5Y | +1,319.3% | +56.1% | +1,263.3% | +981.3% |
| 10Y | +5,778.3% | +186.3% | +5,592.0% | +3,137.7% |
| All | +5,778.3% | +187.2% | +5,591.1% | +3,137.7% |
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