-17.1%
NOW vs MDB
-12.1%
-5.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.9% | -0.8% |
| 7D | -3.1% | -0.9% | -2.1% | -2.8% |
| 30D | -27.0% | -15.2% | -11.9% | -23.1% |
| 3M | -17.7% | -17.9% | +0.2% | -13.4% |
| 6M | +12.7% | +9.3% | +3.4% | +8.3% |
| YTD | -32.9% | -22.0% | -10.9% | -30.3% |
| 1Y | -40.4% | -9.3% | -31.1% | -40.9% |
| 3Y | -17.1% | -10.4% | -6.7% | -23.3% |
| All | -17.1% | -12.1% | -5.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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