+236.8%
BEN vs MKTX
+1,445.1%
-1,208.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +1.8% | +1.0% | +0.8% | +1.5% |
| 3M | +8.4% | +40.8% | -32.4% | -4.3% |
| 6M | +35.6% | -10.9% | +46.5% | +37.9% |
| YTD | +46.4% | -8.6% | +55.0% | +47.1% |
| 1Y | +46.3% | -11.6% | +57.9% | +48.2% |
| 3Y | +54.6% | -24.5% | +79.1% | +58.8% |
| 5Y | +39.4% | -60.7% | +100.1% | +73.1% |
| 10Y | +57.6% | +5.1% | +52.4% | +26.8% |
| All | +236.8% | +1,445.1% | -1,208.3% | -18.8% |
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 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