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  • MUU vs NOC✓SelectedUSD · NOCMUU vs NOC performance historyLatest closeAs of-3.01%09/08
Stock and ETF performance explorer

MUU vs NOC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,538.2%
NOC return
+0.8%
Excess return
+2,537.5%
Maximum drawdown
-75.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioNOCExcessAlpha
1D-3.0%+0.7%-3.7%-2.6%
7D+13.9%-2.7%+16.6%+12.3%
30D+24.8%-8.9%+33.7%+18.9%
3M-15.7%-3.7%-12.1%-15.1%
6M+338.9%-30.8%+369.7%+320.0%
YTD+563.2%-7.9%+571.1%+589.6%
1Y+2,577.5%-9.4%+2,586.9%+2,689.7%
All+2,538.2%+0.8%+2,537.5%+3,599.9%

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