+133.5%
C vs MKTX
-60.5%
+194.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +0.9% | +0.7% | +0.2% | +0.8% |
| 3M | +1.1% | +40.8% | -39.7% | -3.3% |
| 6M | +28.4% | -8.0% | +36.4% | +29.4% |
| YTD | +20.8% | -8.7% | +29.5% | +21.7% |
| 1Y | +43.4% | -11.8% | +55.3% | +45.1% |
| 3Y | +274.9% | -24.0% | +298.9% | +276.6% |
| All | +133.5% | -60.5% | +194.0% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling