+661.2%
MU vs NOC
-9.7%
+670.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +2.5% |
| 7D | +7.5% | -1.6% | +9.1% | +6.9% |
| 30D | +19.4% | -10.4% | +29.7% | +15.0% |
| 3M | +9.8% | -5.6% | +15.4% | +9.5% |
| 6M | +164.1% | -30.4% | +194.5% | +175.5% |
| YTD | +260.3% | -8.5% | +268.8% | +271.7% |
| 1Y | +661.2% | -8.3% | +669.5% | +763.8% |
| All | +661.2% | -9.7% | +670.9% | +763.8% |
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