-26.0%
NOW vs MP
-13.9%
-12.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.0% | +0.1% | -5.2% |
| 7D | -6.7% | -19.0% | +12.3% | -4.4% |
| 30D | -25.8% | -30.5% | +4.7% | -22.8% |
| 3M | -12.7% | -29.6% | +16.9% | -9.6% |
| 6M | +11.2% | -50.4% | +61.7% | +19.3% |
| YTD | -33.2% | -33.2% | 0.0% | -31.9% |
| 1Y | -41.8% | -38.6% | -3.2% | -40.3% |
| 3Y | -15.7% | +105.5% | -121.1% | -40.0% |
| 5Y | -26.0% | -7.8% | -18.2% | -35.4% |
| All | -26.0% | -13.9% | -12.1% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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