+6,732.2%
NOC vs MTCH
+14,456.1%
-7,723.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | -10.4% | +12.8% | -23.2% | -11.1% |
| 3M | -5.6% | +20.0% | -25.6% | -6.9% |
| 6M | -30.4% | +34.7% | -65.1% | -31.9% |
| YTD | -8.5% | +30.6% | -39.0% | -10.4% |
| 1Y | -8.3% | +10.9% | -19.3% | -9.4% |
| 3Y | +28.2% | -2.0% | +30.3% | +26.5% |
| 5Y | +56.7% | -72.6% | +129.4% | +66.3% |
| 10Y | +189.3% | +197.9% | -8.5% | +151.1% |
| All | +6,732.2% | +14,456.1% | -7,723.8% | +5,602.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling