+601.0%
MPC vs NYT
+60.3%
+540.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | +11.2% | +6.5% | +4.7% | +10.1% |
| 30D | -14.5% | +8.4% | -22.9% | -15.6% |
| 3M | +16.7% | +13.9% | +2.7% | +14.2% |
| 6M | +67.6% | -4.8% | +72.4% | +68.0% |
| YTD | +157.9% | +6.2% | +151.8% | +152.5% |
| 1Y | +116.7% | +14.3% | +102.4% | +109.1% |
| 3Y | +199.8% | +73.6% | +126.2% | +161.7% |
| All | +601.0% | +60.3% | +540.7% | +482.6% |
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