+1,978.3%
NOW vs MCO
+1,529.2%
+449.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.3% |
| 7D | +0.3% | +0.5% | -0.2% | -0.1% |
| 30D | -27.0% | +9.8% | -36.8% | -32.3% |
| 3M | -19.6% | +4.3% | -23.9% | -22.6% |
| 6M | +17.5% | +16.5% | +1.0% | +4.8% |
| YTD | -33.3% | +0.1% | -33.4% | -33.7% |
| 1Y | -39.8% | +4.4% | -44.3% | -42.0% |
| 3Y | -19.9% | +51.6% | -71.5% | -41.9% |
| 5Y | -26.1% | +36.7% | -62.7% | -42.0% |
| 10Y | +518.7% | +455.7% | +63.0% | +100.6% |
| All | +1,978.3% | +1,529.2% | +449.0% | +487.6% |
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