+150.9%
MP vs NYT
+55.6%
+95.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.6% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | -0.7% | +2.8% | -3.4% | -1.1% |
| 3M | 0.0% | -9.2% | +9.2% | +1.0% |
| 6M | -10.0% | -17.1% | +7.1% | -7.2% |
| YTD | +7.5% | -3.2% | +10.7% | +5.3% |
| 1Y | -14.0% | +15.7% | -29.7% | -21.1% |
| All | +150.9% | +55.6% | +95.4% | +84.8% |
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