+1,311.3%
MU vs NYT
+55.5%
+1,255.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +2.0% | -0.7% | +2.7% | +2.0% |
| 30D | +12.5% | +4.5% | +8.1% | +12.5% |
| 3M | +9.6% | -8.5% | +18.1% | +9.3% |
| 6M | +142.6% | -15.1% | +157.7% | +144.3% |
| YTD | +242.7% | -3.3% | +245.9% | +233.7% |
| 1Y | +599.3% | +17.0% | +582.3% | +549.2% |
| All | +1,311.3% | +55.5% | +1,255.8% | +1,051.9% |
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