+1.0%
NOC vs MULL
+2,366.2%
-2,365.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.3% | +10.0% | +0.4% |
| 7D | -1.8% | +3.6% | -5.4% | -1.6% |
| 30D | -9.4% | +22.0% | -31.5% | -9.0% |
| 3M | -3.8% | -8.6% | +4.8% | -3.4% |
| 6M | -28.8% | +248.5% | -277.3% | -27.3% |
| YTD | -7.9% | +516.3% | -524.2% | -4.7% |
| 1Y | -9.0% | +2,036.6% | -2,045.7% | -2.3% |
| All | +1.0% | +2,366.2% | -2,365.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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