+120.8%
MPC vs NYT
+17.8%
+103.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +1.8% | -0.6% | +2.4% | +1.8% |
| 30D | +14.0% | +4.6% | +9.4% | +14.2% |
| 3M | +52.2% | -9.6% | +61.8% | +51.9% |
| 6M | +75.8% | -14.0% | +89.8% | +75.5% |
| YTD | +146.3% | -2.8% | +149.1% | +145.7% |
| 1Y | +120.8% | +15.6% | +105.2% | +112.8% |
| All | +120.8% | +17.8% | +103.0% | +112.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling