-19.9%
NOW vs MKTX
-22.1%
+2.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +0.3% | +0.2% | 0.0% | +0.3% |
| 30D | -27.0% | +0.9% | -27.9% | -27.0% |
| 3M | -19.6% | +2.6% | -22.2% | -19.7% |
| 6M | +17.5% | +20.4% | -3.0% | +15.8% |
| YTD | -33.3% | -7.1% | -26.2% | -33.6% |
| 1Y | -39.8% | -2.8% | -37.1% | -40.2% |
| 3Y | -19.9% | -21.7% | +1.8% | -19.8% |
| All | -19.9% | -22.1% | +2.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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