-9.7%
NOC vs MTB
+23.4%
-33.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.2% | +1.7% | -6.9% | -5.5% |
| 30D | -7.2% | -4.2% | -3.0% | -6.4% |
| 3M | -5.1% | +8.9% | -14.0% | -7.1% |
| 6M | -31.1% | +10.9% | -41.9% | -32.8% |
| YTD | -8.6% | +21.5% | -30.1% | -12.8% |
| 1Y | -9.7% | +21.9% | -31.6% | -15.8% |
| All | -9.7% | +23.4% | -33.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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