-25.3%
MDB vs NYT
+38.8%
-64.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.4% |
| 7D | -1.8% | -0.6% | -1.2% | -1.5% |
| 30D | -17.3% | +4.6% | -21.9% | -19.5% |
| 3M | +2.2% | -9.6% | +11.8% | +6.5% |
| 6M | +33.9% | -14.0% | +47.9% | +42.1% |
| YTD | -13.7% | -2.8% | -10.9% | -15.4% |
| 1Y | +9.1% | +15.6% | -6.5% | -4.5% |
| 3Y | -8.1% | +56.3% | -64.4% | -37.6% |
| All | -25.3% | +38.8% | -64.1% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling