+771.7%
NYT vs MDY
+2,611.4%
-1,839.7%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | -0.6% | -1.9% | +1.3% | +0.9% |
| 30D | +4.6% | -4.6% | +9.2% | +8.6% |
| 3M | -9.6% | -1.2% | -8.4% | -9.0% |
| 6M | -14.0% | +9.2% | -23.2% | -20.4% |
| YTD | -2.8% | +13.1% | -15.9% | -12.9% |
| 1Y | +15.6% | +13.0% | +2.6% | +3.3% |
| 3Y | +56.3% | +49.2% | +7.1% | +8.6% |
| 5Y | +39.5% | +47.2% | -7.7% | -2.9% |
| 10Y | +488.0% | +176.0% | +312.1% | +125.8% |
| All | +771.7% | +2,611.4% | -1,839.7% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling