-49.3%
COMP vs MKTX
-64.7%
+15.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +16.6% | +0.9% | +15.6% | +16.1% |
| 3M | -23.5% | +2.6% | -26.1% | -24.4% |
| 6M | +25.7% | +20.4% | +5.3% | +11.8% |
| YTD | -3.4% | -7.1% | +3.6% | -1.7% |
| 1Y | +7.6% | -2.8% | +10.3% | +6.1% |
| 3Y | +423.6% | -21.7% | +445.3% | +434.9% |
| 5Y | -10.6% | -54.5% | +43.9% | +24.6% |
| All | -49.3% | -64.7% | +15.4% | -23.4% |
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 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