+113.2%
NYT vs MKTX
+1,442.6%
-1,329.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +4.6% | +0.7% | +3.9% | +4.4% |
| 3M | -9.6% | +40.8% | -50.4% | -17.1% |
| 6M | -14.0% | -8.0% | -6.0% | -13.6% |
| YTD | -2.8% | -8.7% | +5.9% | -2.4% |
| 1Y | +15.6% | -11.8% | +27.4% | +16.9% |
| 3Y | +56.3% | -24.0% | +80.3% | +59.0% |
| 5Y | +39.5% | -60.3% | +99.8% | +61.0% |
| 10Y | +488.0% | +5.0% | +483.1% | +412.8% |
| All | +113.2% | +1,442.6% | -1,329.4% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling