+189.8%
NOC vs MTUM
+357.8%
-168.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | -9.7% | -2.4% | -7.3% | -9.1% |
| 3M | -5.6% | -3.6% | -2.0% | -5.5% |
| 6M | -28.6% | +23.7% | -52.2% | -35.3% |
| YTD | -7.9% | +22.9% | -30.8% | -16.5% |
| 1Y | -9.5% | +21.8% | -31.3% | -17.8% |
| 3Y | +28.4% | +114.4% | -86.1% | -12.2% |
| 5Y | +59.0% | +79.6% | -20.6% | +16.8% |
| All | +189.8% | +357.8% | -168.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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