+1,120.5%
MPC vs NYT
+487.2%
+633.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | +17.0% | +4.5% | +12.5% | +15.5% |
| 3M | +49.5% | -8.5% | +58.0% | +52.5% |
| 6M | +83.5% | -15.1% | +98.6% | +90.1% |
| YTD | +144.1% | -3.3% | +147.4% | +142.1% |
| 1Y | +119.6% | +17.0% | +102.6% | +104.6% |
| 3Y | +168.1% | +55.7% | +112.4% | +121.5% |
| 5Y | +671.3% | +38.9% | +632.5% | +544.3% |
| All | +1,120.5% | +487.2% | +633.3% | +585.7% |
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