+200.6%
MLM vs NYT
+487.2%
-286.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.3% | -0.7% | -0.5% | -1.1% |
| 30D | -9.1% | +4.5% | -13.6% | -10.1% |
| 3M | -9.0% | -8.5% | -0.4% | -7.4% |
| 6M | -17.0% | -15.1% | -2.0% | -14.2% |
| YTD | -19.0% | -3.3% | -15.7% | -19.1% |
| 1Y | -18.1% | +17.0% | -35.1% | -22.3% |
| 3Y | +16.7% | +55.7% | -39.0% | +0.6% |
| 5Y | +40.2% | +38.9% | +1.4% | +21.2% |
| All | +200.6% | +487.2% | -286.6% | +66.9% |
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