-15.0%
MLM vs NYT
+17.5%
-32.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -5.8% | +9.3% | -15.2% | -6.8% |
| 30D | +9.8% | +10.0% | -0.2% | +8.6% |
| 3M | -5.2% | +14.5% | -19.7% | -6.7% |
| 6M | -10.3% | -5.4% | -4.9% | -9.9% |
| YTD | -15.5% | +6.0% | -21.5% | -14.1% |
| 1Y | -15.0% | +16.7% | -31.8% | -16.1% |
| All | -15.0% | +17.5% | -32.5% | -16.1% |
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