+1,579.0%
BN vs MKTX
+1,445.7%
+133.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -10.9% | +1.0% | -11.9% | -11.1% |
| 3M | -11.1% | +41.3% | -52.3% | -19.0% |
| 6M | -4.4% | -11.3% | +7.0% | -3.0% |
| YTD | -14.1% | -8.6% | -5.6% | -13.6% |
| 1Y | -11.1% | -11.1% | 0.0% | -10.3% |
| 3Y | +75.6% | -24.5% | +100.1% | +79.5% |
| 5Y | +35.8% | -61.4% | +97.2% | +60.4% |
| 10Y | +261.6% | +6.8% | +254.7% | +222.5% |
| All | +1,579.0% | +1,445.7% | +133.4% | +591.2% |
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