-18.3%
MKC vs NYT
+16.5%
-34.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.4% | +5.4% |
| 7D | +9.6% | -3.9% | +13.5% | +9.7% |
| 30D | +12.0% | +4.3% | +7.7% | +12.2% |
| 3M | -2.0% | -11.7% | +9.7% | -1.9% |
| 6M | +7.2% | -14.4% | +21.6% | +6.3% |
| YTD | -23.7% | -3.0% | -20.7% | -23.2% |
| 1Y | -18.3% | +16.5% | -34.8% | -20.1% |
| All | -18.3% | +16.5% | -34.8% | -20.1% |
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