-26.4%
NOW vs MPC
+527.1%
-553.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -3.0% | -16.2% | +13.2% | +1.0% |
| 30D | -26.0% | -15.7% | -10.3% | -23.2% |
| 3M | -13.1% | +24.9% | -38.0% | -18.3% |
| 6M | +14.5% | +52.7% | -38.1% | +2.1% |
| YTD | -33.4% | +131.9% | -165.3% | -47.1% |
| 1Y | -40.6% | +96.6% | -137.3% | -50.7% |
| 3Y | -16.3% | +163.8% | -180.1% | -38.2% |
| All | -26.4% | +527.1% | -553.5% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling