+514.0%
NOW vs MKC
+25.8%
+488.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | +0.3% | -3.0% | +3.2% | +1.1% |
| 30D | -27.0% | +4.8% | -31.8% | -28.1% |
| 3M | -19.6% | -12.8% | -6.8% | -16.9% |
| 6M | +17.5% | +5.0% | +12.4% | +15.5% |
| YTD | -33.3% | -29.1% | -4.2% | -27.6% |
| 1Y | -39.8% | -26.4% | -13.4% | -35.6% |
| 3Y | -19.9% | -21.6% | +1.7% | -18.8% |
| 5Y | -26.1% | -35.2% | +9.2% | -21.3% |
| All | +514.0% | +25.8% | +488.2% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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