+813.5%
ALL vs MKTX
+1,446.2%
-632.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -1.5% | +1.1% | -2.6% | -1.7% |
| 3M | +23.6% | +36.1% | -12.5% | +12.7% |
| 6M | +22.3% | -12.9% | +35.2% | +24.6% |
| YTD | +26.5% | -8.5% | +35.0% | +26.9% |
| 1Y | +27.0% | -7.5% | +34.6% | +26.7% |
| 3Y | +149.6% | -28.3% | +177.9% | +156.9% |
| 5Y | +118.1% | -63.3% | +181.4% | +160.3% |
| 10Y | +369.0% | +4.5% | +364.5% | +290.9% |
| All | +813.5% | +1,446.2% | -632.8% | +171.7% |
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