+28.4%
NOC vs MTCH
-0.9%
+29.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | +0.8% | +1.3% | -0.5% | +0.8% |
| 30D | -9.7% | +15.9% | -25.6% | -9.3% |
| 3M | -5.6% | +23.3% | -28.9% | -5.0% |
| 6M | -28.6% | +40.1% | -68.7% | -27.8% |
| YTD | -7.9% | +33.6% | -41.5% | -6.9% |
| 1Y | -9.5% | +14.1% | -23.6% | -8.7% |
| 3Y | +28.4% | +1.4% | +26.9% | +31.6% |
| All | +28.4% | -0.9% | +29.3% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling