-26.4%
NOW vs MDB
-44.1%
+17.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.4% |
| 7D | -3.0% | -11.4% | +8.4% | +1.4% |
| 30D | -26.0% | -13.8% | -12.2% | -22.1% |
| 3M | -13.1% | -15.5% | +2.3% | -9.0% |
| 6M | +14.5% | +17.9% | -3.4% | +5.8% |
| YTD | -33.4% | -25.5% | -8.0% | -28.8% |
| 1Y | -40.6% | -12.1% | -28.5% | -40.8% |
| 3Y | -16.3% | -5.9% | -10.4% | -27.9% |
| All | -26.4% | -44.1% | +17.7% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling