-26.4%
NOW vs MKC
-32.7%
+6.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.1% |
| 7D | -3.0% | +2.3% | -5.3% | -3.2% |
| 30D | -26.0% | +8.1% | -34.1% | -26.7% |
| 3M | -13.1% | -6.4% | -6.7% | -12.5% |
| 6M | +14.5% | +1.8% | +12.7% | +14.4% |
| YTD | -33.4% | -26.9% | -6.6% | -31.7% |
| 1Y | -40.6% | -21.7% | -18.9% | -39.7% |
| 3Y | -16.3% | -18.7% | +2.4% | -17.4% |
| All | -26.4% | -32.7% | +6.3% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling