+855.4%
MU vs NOC
+16.8%
+838.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.2% | +5.1% |
| 7D | -22.0% | -5.8% | -16.2% | -23.9% |
| 30D | -36.6% | +10.9% | -47.5% | -33.7% |
| 3M | -21.7% | -7.1% | -14.6% | -23.0% |
| 6M | +3.5% | -5.3% | +8.9% | +4.2% |
| YTD | +141.9% | -6.8% | +148.7% | +147.5% |
| 1Y | +189.8% | -6.7% | +196.6% | +197.2% |
| 3Y | +855.4% | +17.2% | +838.2% | +1,021.2% |
| All | +855.4% | +16.8% | +838.6% | +1,021.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling