+32.4%
BN vs MKTX
-60.5%
+92.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -14.5% | +0.7% | -15.2% | -14.6% |
| 3M | -15.0% | +40.8% | -55.8% | -21.5% |
| 6M | -5.4% | -8.0% | +2.6% | -4.0% |
| YTD | -16.4% | -8.7% | -7.7% | -15.1% |
| 1Y | -16.2% | -11.8% | -4.4% | -14.4% |
| 3Y | +67.5% | -24.0% | +91.6% | +71.1% |
| All | +32.4% | -60.5% | +92.9% | +49.8% |
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 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