+2,771.1%
NOW vs MCO
+1,482.3%
+1,288.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -1.4% |
| 7D | -2.4% | -4.2% | +1.8% | +0.7% |
| 30D | +20.5% | +2.2% | +18.3% | +18.8% |
| 3M | +18.3% | +10.1% | +8.2% | +10.4% |
| 6M | +24.1% | +5.3% | +18.8% | +20.9% |
| YTD | -7.8% | -2.7% | -5.0% | -5.7% |
| 1Y | -21.4% | -0.4% | -21.0% | -21.4% |
| 3Y | +19.5% | +49.0% | -29.5% | -11.7% |
| 5Y | +4.1% | +33.6% | -29.6% | -16.4% |
| 10Y | +826.4% | +395.3% | +431.1% | +224.2% |
| All | +2,771.1% | +1,482.3% | +1,288.9% | +736.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling