+156.7%
B vs MKTX
-60.6%
+217.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.0% | -0.2% | -4.9% | -5.0% |
| 30D | +8.7% | +0.8% | +7.9% | +8.5% |
| 3M | +17.3% | +41.1% | -23.8% | +8.8% |
| 6M | -5.0% | -9.5% | +4.5% | -3.5% |
| YTD | +1.4% | -8.7% | +10.1% | +2.7% |
| 1Y | +50.5% | -10.0% | +60.5% | +52.6% |
| 3Y | +194.4% | -24.6% | +219.0% | +203.3% |
| 5Y | +156.7% | -60.3% | +217.0% | +157.4% |
| All | +156.7% | -60.6% | +217.2% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling