+309.8%
MOD vs NYT
+57.5%
+252.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | +6.3% | +0.3% | +6.0% | +6.3% |
| 30D | -1.7% | +7.0% | -8.6% | -2.8% |
| 3M | -30.1% | -7.9% | -22.2% | -29.5% |
| 6M | +2.7% | -15.0% | +17.7% | +5.7% |
| YTD | +44.1% | -1.3% | +45.3% | +41.1% |
| 1Y | +38.7% | +16.9% | +21.8% | +27.5% |
| 3Y | +309.8% | +58.9% | +250.9% | +213.2% |
| All | +309.8% | +57.5% | +252.3% | +213.2% |
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