+780.0%
NOW vs MCO
+385.7%
+394.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +1.2% |
| 7D | -9.9% | -7.3% | -2.6% | -4.3% |
| 30D | +2.8% | -1.7% | +4.6% | +4.4% |
| 3M | +23.7% | +3.9% | +19.8% | +20.3% |
| 6M | +12.5% | +3.8% | +8.7% | +10.6% |
| YTD | -14.4% | -7.9% | -6.5% | -8.5% |
| 1Y | -29.0% | -6.8% | -22.1% | -25.3% |
| 3Y | +9.3% | +40.9% | -31.6% | -18.2% |
| 5Y | +1.2% | +27.5% | -26.3% | -18.0% |
| All | +780.0% | +385.7% | +394.3% | +177.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling