+18.4%
MLM vs NYT
+74.4%
-56.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -2.9% | +8.1% | -11.0% | -4.0% |
| 30D | +10.4% | +9.4% | +1.0% | +9.0% |
| 3M | -3.7% | +12.4% | -16.1% | -5.5% |
| 6M | -10.3% | -8.0% | -2.3% | -9.5% |
| YTD | -14.8% | +5.8% | -20.6% | -15.9% |
| 1Y | -13.9% | +17.4% | -31.2% | -16.5% |
| 3Y | +18.4% | +72.4% | -54.1% | +5.6% |
| All | +18.4% | +74.4% | -56.0% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling