+657.2%
NYT vs M
+363.3%
+293.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.0% |
| 7D | -1.6% | -4.1% | +2.5% | -0.7% |
| 30D | +2.8% | -13.6% | +16.4% | +6.3% |
| 3M | -9.2% | -2.3% | -6.9% | -9.2% |
| 6M | -17.1% | +21.9% | -39.0% | -21.6% |
| YTD | -3.2% | -0.6% | -2.7% | -4.5% |
| 1Y | +15.7% | +29.7% | -14.0% | +6.5% |
| 3Y | +55.7% | +107.3% | -51.6% | +19.4% |
| 5Y | +39.4% | +20.5% | +18.9% | +12.9% |
| 10Y | +485.6% | -6.1% | +491.6% | +311.0% |
| All | +657.2% | +363.3% | +293.8% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling