+175.1%
MPC vs NYT
+55.6%
+119.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.6% |
| 7D | +3.2% | -1.6% | +4.8% | +3.3% |
| 30D | +25.0% | +2.8% | +22.3% | +24.8% |
| 3M | +55.2% | -9.2% | +64.4% | +56.2% |
| 6M | +86.4% | -17.1% | +103.5% | +88.8% |
| YTD | +148.5% | -3.2% | +151.7% | +146.7% |
| 1Y | +121.7% | +15.7% | +106.0% | +114.4% |
| All | +175.1% | +55.6% | +119.5% | +149.1% |
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 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