+11.8%
NOW vs MCO
+44.0%
-32.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -3.1% |
| 7D | -6.1% | -2.7% | -3.4% | -4.0% |
| 30D | +7.5% | +0.9% | +6.5% | +6.9% |
| 3M | +17.5% | +8.7% | +8.9% | +10.7% |
| 6M | +7.9% | +2.4% | +5.5% | +6.7% |
| YTD | -12.4% | -5.2% | -7.2% | -9.4% |
| 1Y | -28.6% | -4.4% | -24.2% | -26.8% |
| 3Y | +11.8% | +45.1% | -33.3% | -6.5% |
| All | +11.8% | +44.0% | -32.1% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling