+196.6%
B vs MKTX
-25.1%
+221.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.0% | +0.3% | +0.8% | +1.0% |
| 30D | +9.5% | +1.0% | +8.5% | +9.4% |
| 3M | +14.3% | +40.8% | -26.5% | +8.3% |
| 6M | -1.9% | -10.9% | +9.0% | -0.3% |
| YTD | +4.1% | -8.6% | +12.7% | +5.2% |
| 1Y | +56.1% | -11.6% | +67.7% | +58.6% |
| All | +196.6% | -25.1% | +221.7% | +204.4% |
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