+6.8%
NOW vs MP
+58.1%
-51.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.1% |
| 7D | -2.4% | -2.9% | +0.5% | -2.1% |
| 30D | +20.5% | +13.8% | +6.7% | +18.3% |
| 3M | +18.3% | -16.7% | +35.0% | +20.2% |
| 6M | +24.1% | -11.5% | +35.6% | +24.1% |
| YTD | -7.8% | +7.9% | -15.7% | -10.9% |
| 1Y | -21.4% | -15.0% | -6.4% | -22.8% |
| 3Y | +19.5% | +153.5% | -134.0% | -12.5% |
| All | +6.8% | +58.1% | -51.2% | -11.5% |
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