+1,138.4%
BR vs MKTX
+1,153.5%
-15.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -6.0% | -0.2% | -5.8% | -5.9% |
| 30D | -0.9% | +0.8% | -1.7% | -1.0% |
| 3M | +16.4% | +41.1% | -24.8% | +6.3% |
| 6M | -8.2% | -9.5% | +1.4% | -7.2% |
| YTD | -23.2% | -8.7% | -14.5% | -22.6% |
| 1Y | -30.9% | -10.0% | -21.0% | -30.3% |
| 3Y | -5.0% | -24.6% | +19.6% | -2.6% |
| 5Y | +8.8% | -60.3% | +69.1% | +26.5% |
| 10Y | +190.1% | +5.0% | +185.0% | +156.7% |
| All | +1,138.4% | +1,153.5% | -15.1% | +391.1% |
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