+59.1%
NOC vs MKTX
-60.5%
+119.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -9.7% | +0.7% | -10.4% | -9.7% |
| 3M | -5.6% | +40.8% | -46.4% | -8.5% |
| 6M | -28.6% | -8.0% | -20.6% | -28.3% |
| YTD | -7.9% | -8.7% | +0.9% | -7.5% |
| 1Y | -9.5% | -11.8% | +2.3% | -9.0% |
| 3Y | +28.4% | -24.0% | +52.4% | +29.2% |
| All | +59.1% | -60.5% | +119.6% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling