+3,174.0%
MPC vs NYT
+851.2%
+2,322.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.0% |
| 7D | +3.9% | +0.3% | +3.5% | +3.7% |
| 30D | +33.8% | +7.0% | +26.8% | +30.9% |
| 3M | +49.9% | -7.9% | +57.8% | +52.8% |
| 6M | +80.9% | -15.0% | +96.0% | +88.0% |
| YTD | +147.4% | -1.3% | +148.7% | +143.9% |
| 1Y | +123.2% | +16.9% | +106.3% | +107.6% |
| 3Y | +171.7% | +58.9% | +112.8% | +121.9% |
| 5Y | +678.6% | +40.9% | +637.7% | +541.1% |
| 10Y | +1,134.0% | +471.8% | +662.2% | +497.6% |
| All | +3,174.0% | +851.2% | +2,322.8% | +1,082.5% |
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