+18.9%
MLM vs NYT
+57.5%
-38.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.7% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -6.5% | +7.0% | -13.5% | -7.5% |
| 3M | -7.4% | -7.9% | +0.5% | -6.4% |
| 6M | -15.8% | -15.0% | -0.8% | -13.8% |
| YTD | -17.4% | -1.3% | -16.2% | -17.7% |
| 1Y | -17.9% | +16.9% | -34.8% | -20.9% |
| 3Y | +18.9% | +58.9% | -40.0% | +3.3% |
| All | +18.9% | +57.5% | -38.6% | +3.3% |
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