-8.3%
NOC vs M
+30.1%
-38.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.7% |
| 7D | -1.6% | -4.1% | +2.5% | -1.7% |
| 30D | -10.4% | -13.6% | +3.2% | -10.7% |
| 3M | -5.6% | -2.3% | -3.3% | -5.7% |
| 6M | -30.4% | +21.9% | -52.3% | -29.9% |
| YTD | -8.5% | -0.6% | -7.9% | -8.3% |
| 1Y | -8.3% | +29.7% | -38.1% | -8.4% |
| All | -8.3% | +30.1% | -38.4% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling