-7.5%
NOC vs MTCH
+27.4%
-34.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -9.0% | -4.2% |
| 7D | -5.0% | -4.4% | -0.6% | -5.1% |
| 30D | +10.3% | -0.3% | +10.6% | +10.7% |
| 3M | -4.3% | -2.0% | -2.3% | -4.1% |
| 6M | -6.5% | +6.4% | -12.9% | -5.6% |
| YTD | -6.7% | +27.3% | -34.1% | -1.9% |
| 1Y | -7.5% | +30.3% | -37.8% | -2.2% |
| All | -7.5% | +27.4% | -34.9% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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