+138.8%
MLM vs NYT
+540.3%
-401.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | -0.9% | +6.5% | -7.4% | -2.4% |
| 30D | +9.0% | +8.4% | +0.6% | +6.8% |
| 3M | -5.6% | +13.9% | -19.5% | -8.8% |
| 6M | -10.7% | -4.8% | -5.9% | -10.3% |
| YTD | -17.2% | +6.2% | -23.3% | -19.4% |
| 1Y | -14.2% | +14.3% | -28.5% | -18.2% |
| 3Y | +15.6% | +73.6% | -58.0% | -3.1% |
| 5Y | +26.2% | +60.6% | -34.4% | +5.3% |
| All | +138.8% | +540.3% | -401.6% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling