-16.0%
MCD vs NYT
+17.8%
-33.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.2% | -0.6% | -0.6% | -1.2% |
| 30D | -7.8% | +4.6% | -12.3% | -8.0% |
| 3M | -10.7% | -9.6% | -1.1% | -10.5% |
| 6M | -21.3% | -14.0% | -7.3% | -21.0% |
| YTD | -15.8% | -2.8% | -12.9% | -16.3% |
| 1Y | -16.0% | +15.6% | -31.6% | -17.1% |
| All | -16.0% | +17.8% | -33.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling