+1,315.7%
MU vs NOC
+53.6%
+1,262.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +5.6% |
| 7D | +9.0% | -5.2% | +14.2% | +7.9% |
| 30D | +13.8% | -7.2% | +21.0% | +12.4% |
| 3M | +2.1% | -5.1% | +7.2% | +1.7% |
| 6M | +153.8% | -31.1% | +184.9% | +146.0% |
| YTD | +256.4% | -8.6% | +265.0% | +256.7% |
| 1Y | +719.8% | -9.7% | +729.5% | +720.3% |
| 3Y | +1,360.4% | +24.3% | +1,336.1% | +1,416.5% |
| All | +1,315.7% | +53.6% | +1,262.1% | +1,330.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling