+75.3%
NOW vs MP
+450.8%
-375.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.5% |
| 3M | +18.3% | -16.7% | +35.0% | +20.0% |
| 6M | +24.1% | -11.5% | +35.6% | +24.0% |
| YTD | -7.8% | +7.9% | -15.7% | -10.6% |
| 1Y | -21.4% | -15.0% | -6.4% | -22.6% |
| 3Y | +19.5% | +153.5% | -134.0% | -7.3% |
| 5Y | +4.1% | +58.7% | -54.6% | -12.7% |
| All | +75.3% | +450.8% | -375.5% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling