+13.7%
AR vs MKTX
+5.4%
+8.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.2% | -6.3% |
| 7D | -11.1% | +0.5% | -11.6% | -11.2% |
| 30D | +7.9% | +1.0% | +6.9% | +7.8% |
| 3M | +4.9% | +2.5% | +2.4% | +4.6% |
| 6M | -5.3% | +8.0% | -13.3% | -4.8% |
| YTD | +8.6% | -7.3% | +15.9% | +12.2% |
| 1Y | +13.7% | +4.7% | +9.0% | +14.6% |
| All | +13.7% | +5.4% | +8.3% | +14.6% |
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