+189.8%
NOC vs MXL
+313.4%
-123.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -0.1% |
| 7D | +0.8% | +18.9% | -18.1% | +0.6% |
| 30D | -9.7% | +0.3% | -10.0% | -9.7% |
| 3M | -5.6% | -8.0% | +2.4% | -5.9% |
| 6M | -28.6% | +341.2% | -369.8% | -31.8% |
| YTD | -7.9% | +327.8% | -335.7% | -12.1% |
| 1Y | -9.5% | +364.9% | -374.4% | -14.0% |
| 3Y | +28.4% | +229.2% | -200.9% | +20.6% |
| 5Y | +59.0% | +42.8% | +16.2% | +53.4% |
| All | +189.8% | +313.4% | -123.5% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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