+481.9%
NYT vs MDY
+177.2%
+304.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -0.6% | -1.9% | +1.3% | +0.6% |
| 30D | +4.6% | -4.6% | +9.2% | +7.7% |
| 3M | -9.6% | -1.2% | -8.4% | -9.1% |
| 6M | -14.0% | +9.2% | -23.2% | -19.1% |
| YTD | -2.8% | +13.1% | -15.9% | -10.8% |
| 1Y | +15.6% | +13.0% | +2.6% | +5.9% |
| 3Y | +56.3% | +49.2% | +7.1% | +16.9% |
| 5Y | +39.5% | +47.2% | -7.7% | +4.6% |
| All | +481.9% | +177.2% | +304.8% | +164.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling