+3,342.7%
MKC vs NYT
+758.3%
+2,584.4%
-52.0%
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% | +0.4% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -3.1% | +4.6% | -7.7% | -3.7% |
| 3M | +5.2% | -9.6% | +14.8% | +6.3% |
| 6M | -12.8% | -14.0% | +1.2% | -11.5% |
| YTD | -23.3% | -2.8% | -20.4% | -23.4% |
| 1Y | -24.1% | +15.6% | -39.7% | -25.9% |
| 3Y | -32.1% | +56.3% | -88.4% | -36.6% |
| 5Y | -32.8% | +39.5% | -72.3% | -37.3% |
| 10Y | +29.9% | +488.0% | -458.2% | -1.5% |
| All | +3,342.7% | +758.3% | +2,584.4% | +1,852.6% |
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