-67.0%
BAX vs MKTX
-60.6%
-6.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -5.4% | -0.2% | -5.3% | -5.4% |
| 30D | -12.4% | +0.8% | -13.2% | -12.5% |
| 3M | +19.1% | +41.1% | -22.0% | +13.6% |
| 6M | +38.6% | -9.5% | +48.2% | +38.7% |
| YTD | +26.7% | -8.7% | +35.4% | +26.5% |
| 1Y | +1.0% | -10.0% | +11.0% | +1.0% |
| 3Y | -33.9% | -24.6% | -9.3% | -33.4% |
| 5Y | -67.0% | -60.3% | -6.7% | -65.8% |
| All | -67.0% | -60.6% | -6.5% | -65.8% |
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