+65.8%
NOC vs MUB
+2.5%
+63.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.8% | -1.3% | +6.1% | +5.0% |
| 30D | +11.0% | +2.2% | +8.9% | +10.8% |
| 3M | -3.8% | -1.6% | -2.2% | -3.5% |
| 6M | +0.6% | -1.3% | +1.9% | +0.9% |
| YTD | -2.3% | -0.7% | -1.6% | -2.1% |
| 1Y | +0.3% | -0.2% | +0.5% | +0.4% |
| 3Y | +24.6% | +9.6% | +15.0% | +23.9% |
| All | +65.8% | +2.5% | +63.3% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 5y: compounded portfolio wealth divided by compounded MUB 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…
5y analysis · Full analysis span regression · 6 months rolling