+98.2%
BB vs MKTX
-10.6%
+108.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -12.5% | +0.7% | -13.3% | -12.6% |
| 3M | -17.4% | +40.8% | -58.2% | -16.0% |
| 6M | +119.1% | -8.0% | +127.1% | +115.6% |
| YTD | +102.4% | -8.7% | +111.1% | +96.4% |
| 1Y | +98.2% | -11.8% | +110.0% | +93.5% |
| All | +98.2% | -10.6% | +108.8% | +93.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling