-26.7%
BB vs MKTX
-60.5%
+33.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -12.5% | +0.7% | -13.3% | -12.7% |
| 3M | -17.4% | +40.8% | -58.2% | -24.9% |
| 6M | +119.1% | -8.0% | +127.1% | +123.4% |
| YTD | +102.4% | -8.7% | +111.1% | +106.2% |
| 1Y | +98.2% | -11.8% | +110.0% | +103.5% |
| 3Y | +46.9% | -24.0% | +71.0% | +48.7% |
| All | -26.7% | -60.5% | +33.7% | +0.3% |
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