-24.4%
NOW vs MCO
+38.0%
-62.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +2.5% |
| 7D | -5.6% | -2.5% | -3.0% | -3.4% |
| 30D | -26.8% | +9.4% | -36.2% | -33.0% |
| 3M | -19.4% | +8.3% | -27.7% | -25.6% |
| 6M | +12.3% | +15.4% | -3.0% | -1.7% |
| YTD | -32.9% | +1.5% | -34.4% | -34.5% |
| 1Y | -40.3% | +5.4% | -45.7% | -43.7% |
| 3Y | -19.1% | +53.1% | -72.2% | -48.9% |
| 5Y | -24.4% | +39.4% | -63.8% | -44.4% |
| All | -24.4% | +38.0% | -62.3% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling