+162.8%
NOC vs M
-3.0%
+165.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.7% |
| 7D | -0.3% | +5.0% | -5.3% | -0.7% |
| 30D | +14.1% | +10.6% | +3.5% | +13.3% |
| 3M | -4.6% | +1.6% | -6.2% | -4.9% |
| 6M | +0.7% | +30.8% | -30.1% | -1.3% |
| YTD | -2.6% | +16.9% | -19.5% | -4.1% |
| 1Y | -1.0% | +26.3% | -27.2% | -3.0% |
| 3Y | +24.5% | +158.6% | -134.1% | +13.3% |
| 5Y | +64.3% | +2.1% | +62.2% | +57.0% |
| 10Y | +162.8% | -4.3% | +167.1% | +121.3% |
| All | +162.8% | -3.0% | +165.8% | +121.3% |
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