+189.8%
NOC vs MTB
+172.9%
+16.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | -1.8% | -0.4% | -1.3% | -1.7% |
| 30D | -9.4% | -4.6% | -4.8% | -8.5% |
| 3M | -3.8% | +7.4% | -11.3% | -5.4% |
| 6M | -28.8% | +18.7% | -47.4% | -31.5% |
| YTD | -7.9% | +21.1% | -28.9% | -11.9% |
| 1Y | -9.0% | +24.1% | -33.1% | -13.6% |
| 3Y | +29.1% | +115.3% | -86.3% | +5.2% |
| 5Y | +58.9% | +106.0% | -47.1% | +25.8% |
| All | +189.8% | +172.9% | +16.9% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling