-40.7%
NOW vs MDT
+15.5%
-56.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -3.1% | +3.5% | -6.6% | -3.1% |
| 30D | -27.0% | +16.2% | -43.2% | -27.8% |
| 3M | -17.7% | +18.9% | -36.6% | -18.6% |
| 6M | +12.7% | +37.3% | -24.6% | +15.5% |
| YTD | -32.9% | +9.7% | -42.7% | -35.5% |
| All | -40.7% | +15.5% | -56.2% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling