+40.5%
ALL vs MKTX
+5.4%
+35.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +7.5% | +0.5% | +7.1% | +7.6% |
| 30D | +19.7% | +1.0% | +18.8% | +19.8% |
| 3M | +2.9% | +2.5% | +0.4% | +3.0% |
| 6M | +23.5% | +8.0% | +15.5% | +25.2% |
| YTD | +31.1% | -7.3% | +38.4% | +35.8% |
| 1Y | +40.5% | +4.7% | +35.8% | +43.6% |
| All | +40.5% | +5.4% | +35.1% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling