-39.3%
BAX vs MKTX
+5.0%
-44.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -7.9% | -0.2% | -7.6% | -7.8% |
| 30D | -11.7% | +0.7% | -12.4% | -11.8% |
| 3M | +16.2% | +40.8% | -24.6% | +9.3% |
| 6M | +32.0% | -8.0% | +40.0% | +32.7% |
| YTD | +24.7% | -8.7% | +33.5% | +25.4% |
| 1Y | -2.6% | -11.8% | +9.2% | -1.7% |
| 3Y | -35.0% | -24.0% | -10.9% | -34.0% |
| 5Y | -67.6% | -60.3% | -7.2% | -63.8% |
| All | -39.3% | +5.0% | -44.4% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling