+445.3%
MP vs NYT
+70.6%
+374.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -2.9% | -1.3% | -1.6% | -2.4% |
| 30D | +13.8% | +2.7% | +11.1% | +12.8% |
| 3M | -16.7% | -10.3% | -6.4% | -14.7% |
| 6M | -11.5% | -16.6% | +5.1% | -7.4% |
| YTD | +7.9% | -2.3% | +10.2% | +5.9% |
| 1Y | -15.0% | +15.0% | -30.0% | -22.2% |
| 3Y | +153.5% | +57.1% | +96.4% | +99.2% |
| 5Y | +58.7% | +37.2% | +21.5% | +20.0% |
| All | +445.3% | +70.6% | +374.7% | +313.8% |
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 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