+76,578.9%
MU vs NOC
+17,233.0%
+59,345.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +5.4% |
| 7D | -12.0% | -2.9% | -9.1% | -11.1% |
| 30D | -28.7% | +12.1% | -40.9% | -31.4% |
| 3M | -16.4% | -5.3% | -11.2% | -15.7% |
| 6M | -1.8% | -1.0% | -0.8% | -3.4% |
| YTD | +157.1% | -4.3% | +161.4% | +154.0% |
| 1Y | +208.5% | -3.6% | +212.1% | +203.6% |
| 3Y | +906.2% | +22.9% | +883.2% | +776.4% |
| 5Y | +893.4% | +60.4% | +833.0% | +650.6% |
| 10Y | +4,271.9% | +161.3% | +4,110.6% | +2,579.9% |
| All | +76,578.9% | +17,233.0% | +59,345.9% | +19,416.1% |
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