+17.9%
NOW vs MKC
-30.0%
+47.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | -2.4% | -5.9% | +3.5% | -2.1% |
| 30D | +20.5% | -0.9% | +21.4% | +20.6% |
| 3M | +18.3% | +12.7% | +5.6% | +18.6% |
| 6M | +24.1% | -19.3% | +43.4% | +23.0% |
| YTD | -7.8% | -22.2% | +14.4% | -8.4% |
| 1Y | -21.4% | -23.3% | +1.9% | -21.8% |
| All | +17.9% | -30.0% | +47.8% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling