+41.6%
NYT vs MTB
+104.1%
-62.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +4.6% | -4.8% | +9.4% | +5.8% |
| 3M | -9.6% | +6.0% | -15.5% | -10.8% |
| 6M | -14.0% | +19.6% | -33.6% | -17.7% |
| YTD | -2.8% | +21.5% | -24.3% | -7.5% |
| 1Y | +15.6% | +24.7% | -9.1% | +9.3% |
| 3Y | +56.3% | +108.6% | -52.3% | +29.4% |
| All | +41.6% | +104.1% | -62.5% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling