+1,029.4%
MDB vs NYT
+279.2%
+750.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | -17.3% | +4.6% | -21.9% | -19.1% |
| 3M | +2.2% | -9.6% | +11.8% | +5.9% |
| 6M | +33.9% | -14.0% | +47.9% | +41.0% |
| YTD | -13.7% | -2.8% | -10.9% | -14.6% |
| 1Y | +9.1% | +15.6% | -6.5% | -1.2% |
| 3Y | -8.1% | +56.3% | -64.4% | -30.2% |
| 5Y | -25.9% | +39.5% | -65.4% | -43.0% |
| All | +1,029.4% | +279.2% | +750.2% | +499.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling