-13.9%
MP vs NYT
+60.8%
-74.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +2.3% | +9.3% | -7.0% | -1.0% |
| 30D | -15.3% | +10.0% | -25.3% | -18.3% |
| 3M | -33.5% | +14.5% | -48.0% | -37.2% |
| 6M | -45.5% | -5.4% | -40.2% | -45.3% |
| YTD | -27.3% | +6.0% | -33.3% | -31.8% |
| 1Y | -40.7% | +16.7% | -57.4% | -47.1% |
| 3Y | +145.9% | +72.7% | +73.1% | +69.6% |
| 5Y | -13.9% | +59.8% | -73.7% | -42.1% |
| All | -13.9% | +60.8% | -74.7% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling