+291.5%
C vs MKTX
+5.1%
+286.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.3% | -0.2% | +0.4% | +0.3% |
| 30D | +2.0% | +0.8% | +1.2% | +1.9% |
| 3M | +4.4% | +41.1% | -36.8% | -2.1% |
| 6M | +28.3% | -9.5% | +37.9% | +29.8% |
| YTD | +20.5% | -8.7% | +29.2% | +21.4% |
| 1Y | +45.5% | -10.0% | +55.5% | +46.8% |
| 3Y | +274.0% | -24.6% | +298.6% | +279.1% |
| 5Y | +136.1% | -60.3% | +196.4% | +168.4% |
| All | +291.5% | +5.1% | +286.4% | +215.1% |
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 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