-11.5%
A vs MKTX
-60.5%
+48.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -0.9% | +0.7% | -1.6% | -1.0% |
| 3M | +13.6% | +40.8% | -27.2% | +6.9% |
| 6M | +27.8% | -8.0% | +35.8% | +29.8% |
| YTD | +8.6% | -8.7% | +17.4% | +10.3% |
| 1Y | +16.9% | -11.8% | +28.7% | +19.3% |
| 3Y | +32.9% | -24.0% | +56.9% | +35.6% |
| All | -11.5% | -60.5% | +48.9% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling