+3,086.3%
MLM vs NYT
+715.2%
+2,371.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -2.0% | +9.0% | -11.0% | -4.4% |
| 30D | +9.5% | +6.8% | +2.7% | +7.4% |
| 3M | -4.7% | +12.1% | -16.9% | -8.1% |
| 6M | -10.7% | -7.7% | -3.0% | -9.5% |
| YTD | -16.6% | +4.2% | -20.7% | -18.8% |
| 1Y | -15.4% | +14.3% | -29.7% | -19.9% |
| 3Y | +15.9% | +69.8% | -53.8% | -3.9% |
| 5Y | +27.1% | +57.7% | -30.5% | +5.5% |
| 10Y | +142.3% | +538.7% | -396.4% | +25.4% |
| All | +3,086.3% | +715.2% | +2,371.1% | +1,312.9% |
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 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