+106,206.6%
MU vs NOC
+16,458.4%
+89,748.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.9% |
| 7D | +9.0% | -5.2% | +14.2% | +10.8% |
| 30D | +13.8% | -7.2% | +21.0% | +16.2% |
| 3M | +2.1% | -5.1% | +7.2% | +2.6% |
| 6M | +153.8% | -31.1% | +184.9% | +181.8% |
| YTD | +256.4% | -8.6% | +265.0% | +259.1% |
| 1Y | +719.8% | -9.7% | +729.5% | +726.5% |
| 3Y | +1,360.4% | +24.3% | +1,336.1% | +1,163.5% |
| 5Y | +1,312.4% | +52.6% | +1,259.8% | +985.9% |
| 10Y | +6,142.6% | +183.6% | +5,959.0% | +3,617.7% |
| All | +106,206.6% | +16,458.4% | +89,748.2% | +27,492.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling