+878.6%
A vs MKTX
+1,445.7%
-567.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +0.6% | +1.0% | -0.4% | +0.4% |
| 3M | +10.9% | +41.3% | -30.4% | +0.4% |
| 6M | +28.2% | -11.3% | +39.5% | +29.9% |
| YTD | +8.6% | -8.6% | +17.1% | +9.0% |
| 1Y | +15.5% | -11.1% | +26.6% | +16.4% |
| 3Y | +31.8% | -24.5% | +56.3% | +34.3% |
| 5Y | -14.9% | -61.4% | +46.5% | +1.0% |
| 10Y | +237.8% | +6.8% | +231.0% | +194.4% |
| All | +878.6% | +1,445.7% | -567.0% | +265.9% |
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