-25.5%
AR vs MKTX
+196.0%
-221.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +7.4% | +0.2% | +7.1% | +7.4% |
| 30D | +5.8% | +0.9% | +4.8% | +5.7% |
| 3M | +5.2% | +2.6% | +2.6% | +5.0% |
| 6M | +5.4% | +20.4% | -15.0% | +3.7% |
| YTD | +12.4% | -7.1% | +19.5% | +12.6% |
| 1Y | +12.8% | -2.8% | +15.6% | +12.6% |
| 3Y | +47.2% | -21.7% | +68.9% | +48.1% |
| 5Y | +101.1% | -54.5% | +155.6% | +108.4% |
| 10Y | +57.6% | +13.0% | +44.7% | +39.4% |
| All | -25.5% | +196.0% | -221.6% | -44.9% |
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