+504.4%
NOW vs MCO
+451.2%
+53.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.8% |
| 7D | -1.7% | -1.7% | 0.0% | -0.3% |
| 30D | -27.4% | +9.1% | -36.5% | -32.8% |
| 3M | -19.4% | +6.2% | -25.7% | -23.7% |
| 6M | +13.1% | +12.6% | +0.5% | +2.5% |
| YTD | -34.3% | -0.2% | -34.1% | -34.7% |
| 1Y | -41.8% | +4.1% | -45.8% | -44.0% |
| 3Y | -20.7% | +50.6% | -71.3% | -44.1% |
| 5Y | -27.2% | +36.2% | -63.4% | -44.7% |
| All | +504.4% | +451.2% | +53.2% | +62.8% |
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