-33.4%
BAX vs MKTX
-25.1%
-8.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | -12.2% | +1.0% | -13.1% | -12.3% |
| 3M | +21.8% | +40.8% | -19.0% | +16.8% |
| 6M | +36.3% | -10.9% | +47.2% | +35.3% |
| YTD | +27.8% | -8.6% | +36.4% | +26.5% |
| 1Y | -0.1% | -11.6% | +11.5% | -0.7% |
| All | -33.4% | -25.1% | -8.2% | -33.2% |
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 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