+27.1%
MTZ vs NYT
+17.8%
+9.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.1% | +3.6% |
| 7D | +1.4% | -0.6% | +2.0% | +1.3% |
| 30D | -14.5% | +4.6% | -19.1% | -13.9% |
| 3M | -32.9% | -9.6% | -23.4% | -33.1% |
| 6M | -20.8% | -14.0% | -6.8% | -20.0% |
| YTD | +10.6% | -2.8% | +13.4% | +13.1% |
| 1Y | +27.1% | +15.6% | +11.5% | +39.2% |
| All | +27.1% | +17.8% | +9.3% | +39.2% |
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