-21.4%
NOW vs MCO
+0.4%
-21.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -1.2% |
| 7D | -2.4% | -4.2% | +1.8% | +1.1% |
| 30D | +20.5% | +2.2% | +18.3% | +18.4% |
| 3M | +18.3% | +10.1% | +8.2% | +9.2% |
| 6M | +24.1% | +5.3% | +18.8% | +17.8% |
| YTD | -7.8% | -2.7% | -5.0% | -9.4% |
| 1Y | -21.4% | -0.4% | -21.0% | -23.5% |
| All | -21.4% | +0.4% | -21.8% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling