-46.7%
COMP vs MKTX
-65.3%
+18.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +4.1% | +0.4% | +3.7% | +3.9% |
| 30D | -14.5% | +1.0% | -15.5% | -14.9% |
| 3M | +41.8% | +41.3% | +0.6% | +15.6% |
| 6M | +23.6% | -11.3% | +34.9% | +30.1% |
| YTD | +1.7% | -8.6% | +10.3% | +4.3% |
| 1Y | +12.6% | -11.1% | +23.6% | +16.8% |
| 3Y | +221.9% | -24.5% | +246.4% | +231.1% |
| 5Y | -28.1% | -61.4% | +33.3% | +2.1% |
| All | -46.7% | -65.3% | +18.7% | -18.8% |
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