+157.4%
NOC vs M
-7.1%
+164.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +4.8% | +7.0% | -2.2% | +4.4% |
| 30D | +11.0% | +8.9% | +2.1% | +10.4% |
| 3M | -3.8% | +4.5% | -8.3% | -4.2% |
| 6M | +0.6% | +36.2% | -35.6% | -1.7% |
| YTD | -2.3% | +15.1% | -17.4% | -3.7% |
| 1Y | +0.3% | +27.4% | -27.2% | -1.9% |
| 3Y | +24.6% | +160.1% | -135.5% | +13.4% |
| 5Y | +66.0% | -1.6% | +67.6% | +59.1% |
| All | +157.4% | -7.1% | +164.5% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling