+16.5%
NYT vs MDY
+17.5%
-0.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -3.9% | +1.7% | -5.6% | -4.1% |
| 30D | +4.3% | +1.2% | +3.1% | +4.1% |
| 3M | -11.7% | -3.5% | -8.3% | -11.2% |
| 6M | -14.4% | +3.5% | -18.0% | -15.3% |
| YTD | -3.0% | +13.6% | -16.6% | -5.7% |
| 1Y | +16.5% | +17.1% | -0.5% | +12.9% |
| All | +16.5% | +17.5% | -0.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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