-20.7%
MDLN vs NYT
+0.1%
-20.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | -11.1% | -0.6% | -10.5% | -10.9% |
| 30D | -8.4% | +4.6% | -12.9% | -9.6% |
| 3M | -12.4% | -9.6% | -2.8% | -9.1% |
| 6M | -23.3% | -14.0% | -9.3% | -20.7% |
| YTD | -22.5% | -2.8% | -19.7% | -18.5% |
| All | -20.7% | +0.1% | -20.7% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling