+1,592.7%
NOC vs MKTX
+1,443.5%
+149.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -9.4% | +0.8% | -10.3% | -9.6% |
| 3M | -3.8% | +41.1% | -45.0% | -8.9% |
| 6M | -28.8% | -9.5% | -19.2% | -28.3% |
| YTD | -7.9% | -8.7% | +0.8% | -7.4% |
| 1Y | -9.0% | -10.0% | +0.9% | -8.5% |
| 3Y | +29.1% | -24.6% | +53.7% | +31.0% |
| 5Y | +58.9% | -60.3% | +119.2% | +73.8% |
| 10Y | +191.2% | +5.0% | +186.2% | +167.4% |
| All | +1,592.7% | +1,443.5% | +149.2% | +869.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling