-69.6%
BB vs MKTX
+1,445.7%
-1,515.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -12.4% | +1.0% | -13.3% | -12.6% |
| 3M | -15.3% | +41.3% | -56.6% | -22.7% |
| 6M | +128.8% | -11.3% | +140.1% | +132.3% |
| YTD | +107.7% | -8.6% | +116.2% | +108.9% |
| 1Y | +103.9% | -11.1% | +114.9% | +105.9% |
| 3Y | +72.6% | -24.5% | +97.1% | +75.9% |
| 5Y | -24.3% | -61.4% | +37.2% | -9.9% |
| 10Y | +3.1% | +6.8% | -3.7% | -8.1% |
| All | -69.6% | +1,445.7% | -1,515.3% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling