-21.5%
NOW vs MPC
+188.2%
-209.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -8.7% | -8.8% | +0.1% | -7.1% |
| 30D | -29.3% | -14.4% | -14.9% | -27.2% |
| 3M | -21.8% | +21.9% | -43.8% | -25.4% |
| 6M | +9.2% | +60.1% | -50.9% | -2.1% |
| YTD | -35.0% | +142.3% | -177.3% | -47.3% |
| 1Y | -42.5% | +101.7% | -144.2% | -51.1% |
| 3Y | -21.5% | +184.8% | -206.3% | -38.1% |
| All | -21.5% | +188.2% | -209.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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