+15.8%
COMP vs MKTX
-11.2%
+27.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +4.1% | +0.4% | +3.7% | +4.1% |
| 30D | -14.5% | +1.0% | -15.5% | -14.5% |
| 3M | +41.8% | +41.3% | +0.6% | +47.1% |
| 6M | +23.6% | -11.3% | +34.9% | +25.1% |
| YTD | +1.7% | -8.6% | +10.3% | +2.0% |
| All | +15.8% | -11.2% | +27.0% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling