+1,972.6%
NOW vs MDT
+277.6%
+1,694.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +1.1% |
| 7D | -3.0% | +5.4% | -8.4% | -5.8% |
| 30D | -26.0% | +19.1% | -45.1% | -33.0% |
| 3M | -13.1% | +19.5% | -32.6% | -21.5% |
| 6M | +14.5% | +33.5% | -18.9% | -3.0% |
| YTD | -33.4% | +8.7% | -42.1% | -37.6% |
| 1Y | -40.6% | +16.8% | -57.4% | -46.6% |
| 3Y | -16.3% | +53.0% | -69.3% | -37.6% |
| 5Y | -26.3% | -2.9% | -23.5% | -28.4% |
| 10Y | +512.7% | +61.4% | +451.3% | +311.7% |
| All | +1,972.6% | +277.6% | +1,694.9% | +753.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling