-17.9%
COMP vs MKTX
-54.9%
+37.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | +13.4% | +0.2% | +13.3% | +13.4% |
| 30D | +11.1% | +0.9% | +10.2% | +10.6% |
| 3M | -18.8% | +2.3% | -21.2% | -19.7% |
| 6M | +10.5% | +12.4% | -1.9% | +1.7% |
| YTD | -3.4% | -7.3% | +3.9% | -1.3% |
| 1Y | +19.7% | +1.8% | +17.9% | +14.4% |
| 3Y | +381.6% | -21.2% | +402.8% | +382.9% |
| All | -17.9% | -54.9% | +37.0% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling