-55.7%
C vs MKTX
+1,471.0%
-1,526.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +4.2% | +0.2% | +3.9% | +4.1% |
| 30D | +2.0% | +0.9% | +1.1% | +1.6% |
| 3M | -10.1% | +2.6% | -12.7% | -10.9% |
| 6M | +1.0% | +20.4% | -19.4% | -7.5% |
| YTD | +8.5% | -7.1% | +15.5% | +8.4% |
| 1Y | +25.7% | -2.8% | +28.5% | +23.3% |
| 3Y | +216.0% | -21.7% | +237.7% | +218.6% |
| 5Y | +112.3% | -54.5% | +166.8% | +151.5% |
| 10Y | +217.8% | +13.0% | +204.8% | +128.6% |
| All | -55.7% | +1,471.0% | -1,526.8% | -92.4% |
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 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