+187.0%
BR vs MKTX
+5.0%
+182.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.0% | -0.2% | -2.7% | -2.9% |
| 30D | -0.3% | +0.7% | -1.0% | -0.4% |
| 3M | +17.3% | +40.8% | -23.5% | +8.0% |
| 6M | -6.7% | -8.0% | +1.3% | -5.7% |
| YTD | -23.4% | -8.7% | -14.7% | -22.6% |
| 1Y | -32.7% | -11.8% | -20.8% | -31.5% |
| 3Y | -5.9% | -24.0% | +18.1% | -3.6% |
| 5Y | +8.4% | -60.3% | +68.8% | +26.1% |
| All | +187.0% | +5.0% | +182.0% | +176.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling