-25.1%
NOW vs MDT
+0.7%
-25.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.9% |
| 7D | +0.3% | +1.0% | -0.8% | -0.1% |
| 30D | -27.0% | +9.2% | -36.1% | -29.5% |
| 3M | -19.6% | +14.5% | -34.1% | -23.9% |
| 6M | +17.5% | +37.3% | -19.8% | +4.1% |
| YTD | -33.3% | +9.8% | -43.1% | -35.9% |
| 1Y | -39.8% | +10.5% | -50.4% | -42.4% |
| 3Y | -19.9% | +57.4% | -77.4% | -38.1% |
| All | -25.1% | +0.7% | -25.8% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling