+1,263.7%
MU vs NYT
+39.3%
+1,224.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +2.0% | -0.7% | +2.7% | +2.2% |
| 30D | +12.5% | +4.5% | +8.1% | +11.3% |
| 3M | +9.6% | -8.5% | +18.1% | +10.2% |
| 6M | +142.6% | -15.1% | +157.7% | +148.0% |
| YTD | +242.7% | -3.3% | +245.9% | +233.4% |
| 1Y | +599.3% | +17.0% | +582.3% | +532.2% |
| 3Y | +1,308.3% | +55.7% | +1,252.6% | +994.6% |
| 5Y | +1,263.7% | +38.9% | +1,224.9% | +887.4% |
| All | +1,263.7% | +39.3% | +1,224.4% | +887.4% |
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