+172.1%
B vs MKTX
+1,445.7%
-1,273.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.3% |
| 30D | +1.4% | +1.0% | +0.4% | +1.2% |
| 3M | +12.2% | +41.3% | -29.1% | +7.7% |
| 6M | -2.1% | -11.3% | +9.2% | -1.4% |
| YTD | +2.9% | -8.6% | +11.5% | +3.3% |
| 1Y | +55.3% | -11.1% | +66.4% | +56.1% |
| 3Y | +198.7% | -24.5% | +223.2% | +203.2% |
| 5Y | +153.8% | -61.4% | +215.2% | +172.4% |
| 10Y | +193.4% | +6.8% | +186.6% | +186.9% |
| All | +172.1% | +1,445.7% | -1,273.5% | +95.0% |
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