-78.9%
CAPR vs MKTX
+5.1%
-84.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -10.6% | -0.2% | -10.4% | -10.5% |
| 30D | +111.2% | +0.8% | +110.4% | +110.9% |
| 3M | -67.2% | +41.1% | -108.4% | -71.1% |
| 6M | -75.1% | -9.5% | -65.6% | -74.8% |
| YTD | -71.2% | -8.7% | -62.6% | -71.0% |
| 1Y | +31.1% | -10.0% | +41.1% | +31.8% |
| 3Y | +31.3% | -24.6% | +55.9% | +36.8% |
| 5Y | +69.4% | -60.3% | +129.7% | +119.5% |
| All | -78.9% | +5.1% | -84.0% | -78.0% |
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