+16.5%
NYT vs M
+36.6%
-20.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.6% | -8.5% | -1.5% |
| 7D | -3.9% | +8.3% | -12.1% | -4.5% |
| 30D | +4.3% | +14.2% | -9.9% | +3.1% |
| 3M | -11.7% | -1.1% | -10.6% | -11.8% |
| 6M | -14.4% | +36.6% | -51.0% | -16.5% |
| YTD | -3.0% | +19.8% | -22.8% | -4.6% |
| 1Y | +16.5% | +37.2% | -20.6% | +14.1% |
| All | +16.5% | +36.6% | -20.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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