+2,341.4%
MOD vs NYT
+837.8%
+1,503.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.9% | +26.0% | +27.1% |
| 7D | +40.4% | +6.5% | +33.9% | +37.2% |
| 30D | -14.0% | +8.4% | -22.4% | -16.7% |
| 3M | -33.3% | +13.9% | -47.3% | -37.2% |
| 6M | -51.4% | -4.8% | -46.6% | -51.7% |
| YTD | +1.6% | +6.2% | -4.5% | -4.2% |
| 1Y | +5.4% | +14.3% | -8.9% | -3.8% |
| 3Y | +191.0% | +73.6% | +117.4% | +117.2% |
| 5Y | +1,093.1% | +60.6% | +1,032.5% | +795.7% |
| 10Y | +1,095.2% | +550.8% | +544.5% | +346.0% |
| All | +2,341.4% | +837.8% | +1,503.6% | +660.3% |
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 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