+33.0%
BLK vs MKTX
-60.5%
+93.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -6.5% | +0.7% | -7.3% | -6.7% |
| 3M | +6.7% | +40.8% | -34.0% | -1.8% |
| 6M | +14.7% | -8.0% | +22.7% | +16.3% |
| YTD | +2.5% | -8.7% | +11.3% | +4.0% |
| 1Y | -2.8% | -11.8% | +9.1% | -0.7% |
| 3Y | +65.9% | -24.0% | +89.9% | +68.4% |
| All | +33.0% | -60.5% | +93.5% | +49.9% |
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 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