+481.9%
NYT vs MKTX
+5.0%
+476.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +4.6% | +0.7% | +3.9% | +4.5% |
| 3M | -9.6% | +40.8% | -50.4% | -15.1% |
| 6M | -14.0% | -8.0% | -6.0% | -13.3% |
| YTD | -2.8% | -8.7% | +5.9% | -2.0% |
| 1Y | +15.6% | -11.8% | +27.4% | +17.1% |
| 3Y | +56.3% | -24.0% | +80.3% | +58.9% |
| 5Y | +39.5% | -60.3% | +99.8% | +57.9% |
| All | +481.9% | +5.0% | +476.9% | +427.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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