+265.1%
MU vs NYT
+16.5%
+248.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.1% | -7.4% |
| 7D | -19.1% | -3.9% | -15.2% | -20.4% |
| 30D | -25.2% | +4.3% | -29.5% | -23.8% |
| 3M | -10.9% | -11.7% | +0.8% | -14.8% |
| 6M | +38.0% | -14.4% | +52.4% | +37.4% |
| YTD | +178.8% | -3.0% | +181.9% | +169.0% |
| 1Y | +265.1% | +16.5% | +248.6% | +257.1% |
| All | +265.1% | +16.5% | +248.6% | +257.1% |
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 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