+9,857.2%
NOC vs M
+401.4%
+9,455.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.5% | +0.5% |
| 7D | -5.8% | -4.3% | -1.6% | -5.5% |
| 30D | +10.9% | +1.3% | +9.6% | +10.5% |
| 3M | -7.1% | -7.4% | +0.3% | -6.5% |
| 6M | -5.3% | +18.3% | -23.7% | -7.8% |
| YTD | -6.8% | +7.6% | -14.4% | -8.6% |
| 1Y | -6.7% | +17.4% | -24.1% | -9.6% |
| 3Y | +17.2% | +108.4% | -91.2% | +2.1% |
| 5Y | +56.3% | -10.6% | +66.9% | +45.4% |
| 10Y | +173.7% | -3.2% | +176.9% | +122.7% |
| All | +9,857.2% | +401.4% | +9,455.8% | +6,182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling