+3,070.5%
MLM vs NYT
+664.7%
+2,405.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | -6.8% | +2.7% | -9.6% | -7.6% |
| 3M | -11.2% | -10.3% | -0.9% | -9.0% |
| 6M | -21.8% | -16.6% | -5.3% | -18.4% |
| YTD | -17.0% | -2.3% | -14.7% | -17.4% |
| 1Y | -16.4% | +15.0% | -31.4% | -20.7% |
| 3Y | +14.5% | +57.1% | -42.7% | -2.6% |
| 5Y | +41.7% | +37.2% | +4.6% | +22.6% |
| 10Y | +200.0% | +464.3% | -264.3% | +61.5% |
| All | +3,070.5% | +664.7% | +2,405.8% | +1,337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling