+13.8%
ABNB vs MKTX
-25.2%
+39.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -9.5% | -0.2% | -9.3% | -9.5% |
| 30D | -9.4% | +0.8% | -10.2% | -9.4% |
| 3M | +29.9% | +41.1% | -11.3% | +26.9% |
| 6M | +26.6% | -9.5% | +36.1% | +27.5% |
| YTD | +23.5% | -8.7% | +32.2% | +24.2% |
| 1Y | +35.8% | -10.0% | +45.8% | +36.6% |
| All | +13.8% | -25.2% | +39.0% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling