+3,565.2%
MOD vs NYT
+763.5%
+2,801.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +9.6% | -1.3% | +10.9% | +10.2% |
| 30D | 0.0% | +2.7% | -2.7% | -1.3% |
| 3M | -35.4% | -10.3% | -25.1% | -33.8% |
| 6M | -7.3% | -16.6% | +9.3% | -2.5% |
| YTD | +45.8% | -2.3% | +48.1% | +42.9% |
| 1Y | +43.1% | +15.0% | +28.1% | +30.1% |
| 3Y | +297.7% | +57.1% | +240.5% | +210.6% |
| 5Y | +1,478.8% | +37.2% | +1,441.6% | +1,163.3% |
| 10Y | +1,633.4% | +464.3% | +1,169.0% | +590.6% |
| All | +3,565.2% | +763.5% | +2,801.8% | +1,086.0% |
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