+1,198.5%
MET vs NYT
+125.0%
+1,073.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -2.5% | -0.7% | -1.7% | -2.2% |
| 30D | 0.0% | +4.5% | -4.5% | -1.8% |
| 3M | +13.1% | -8.5% | +21.6% | +16.1% |
| 6M | +39.0% | -15.1% | +54.0% | +46.2% |
| YTD | +25.2% | -3.3% | +28.5% | +24.7% |
| 1Y | +25.6% | +17.0% | +8.6% | +15.8% |
| 3Y | +67.1% | +55.7% | +11.4% | +34.6% |
| 5Y | +85.1% | +38.9% | +46.3% | +49.7% |
| 10Y | +245.5% | +485.3% | -239.8% | +40.7% |
| All | +1,198.5% | +125.0% | +1,073.5% | +404.2% |
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