+167.3%
B vs MKTX
-22.1%
+189.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.2% | +0.2% | -6.4% | -6.2% |
| 30D | -6.6% | +0.9% | -7.5% | -6.7% |
| 3M | -7.9% | +2.5% | -10.4% | -8.2% |
| 6M | -16.8% | +18.6% | -35.4% | -19.3% |
| YTD | -11.7% | -7.1% | -4.6% | -10.7% |
| 1Y | +3.5% | -0.3% | +3.8% | +3.1% |
| All | +167.3% | -22.1% | +189.4% | +178.4% |
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