+514.0%
NOW vs MDT
+62.9%
+451.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.7% |
| 7D | +0.3% | +1.0% | -0.8% | -0.2% |
| 30D | -27.0% | +9.2% | -36.1% | -30.4% |
| 3M | -19.6% | +14.5% | -34.1% | -25.3% |
| 6M | +17.5% | +37.3% | -19.8% | -0.4% |
| YTD | -33.3% | +9.8% | -43.1% | -37.3% |
| 1Y | -39.8% | +10.5% | -50.4% | -43.7% |
| 3Y | -19.9% | +57.4% | -77.4% | -40.1% |
| 5Y | -26.1% | +1.2% | -27.2% | -29.2% |
| All | +514.0% | +62.9% | +451.0% | +329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling