+56.3%
NYT vs M
+112.2%
-55.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | -0.2% |
| 7D | -0.6% | -4.2% | +3.6% | -0.2% |
| 30D | +4.6% | -7.2% | +11.8% | +5.2% |
| 3M | -9.6% | -11.1% | +1.6% | -8.7% |
| 6M | -14.0% | +28.8% | -42.8% | -16.1% |
| YTD | -2.8% | +2.0% | -4.9% | -3.5% |
| 1Y | +15.6% | +31.3% | -15.7% | +12.0% |
| 3Y | +56.3% | +119.1% | -62.8% | +34.6% |
| All | +56.3% | +112.2% | -55.9% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling