+287.6%
MP vs NYT
+85.3%
+202.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.9% |
| 7D | +9.5% | +6.5% | +3.0% | +7.3% |
| 30D | -3.0% | +8.4% | -11.4% | -5.5% |
| 3M | -30.4% | +13.9% | -44.3% | -33.5% |
| 6M | -39.2% | -4.8% | -34.4% | -39.1% |
| YTD | -23.3% | +6.2% | -29.4% | -27.0% |
| 1Y | -32.6% | +14.3% | -46.9% | -37.8% |
| 3Y | +159.3% | +73.6% | +85.7% | +96.5% |
| 5Y | -16.4% | +60.6% | -77.1% | -38.9% |
| All | +287.6% | +85.3% | +202.3% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling