+56.1%
NOC vs MUB
+2.2%
+53.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -8.9% | -1.5% | -7.3% | -8.7% |
| 3M | -3.7% | -1.9% | -1.7% | -3.5% |
| 6M | -30.8% | -1.7% | -29.1% | -30.7% |
| YTD | -7.9% | -0.8% | -7.2% | -7.9% |
| 1Y | -9.4% | +1.5% | -10.9% | -9.5% |
| 3Y | +29.0% | +8.8% | +20.2% | +27.8% |
| 5Y | +56.1% | +2.0% | +54.1% | +50.4% |
| All | +56.1% | +2.2% | +53.8% | +50.4% |
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