-29.6%
BR vs MKTX
-8.5%
-21.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.3% | +0.4% | -5.7% | -5.3% |
| 30D | +6.4% | +1.1% | +5.4% | +6.3% |
| 3M | +13.6% | +36.1% | -22.5% | +8.3% |
| 6M | -6.7% | -12.9% | +6.2% | -1.1% |
| YTD | -21.1% | -8.5% | -12.6% | -17.3% |
| 1Y | -29.6% | -7.5% | -22.0% | -26.5% |
| All | -29.6% | -8.5% | -21.1% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling