+1.3%
BBY vs MKTX
-60.5%
+61.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +9.4% | +0.7% | +8.7% | +9.3% |
| 3M | +19.3% | +40.8% | -21.5% | +13.5% |
| 6M | +47.9% | -8.0% | +55.9% | +50.1% |
| YTD | +39.6% | -8.7% | +48.3% | +41.7% |
| 1Y | +22.2% | -11.8% | +34.0% | +24.7% |
| 3Y | +45.0% | -24.0% | +69.0% | +47.2% |
| All | +1.3% | -60.5% | +61.8% | +9.0% |
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