+34.1%
D vs MKTX
+5.0%
+29.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -4.5% | +0.7% | -5.2% | -4.6% |
| 3M | -2.5% | +40.8% | -43.3% | -8.7% |
| 6M | +5.5% | -8.0% | +13.5% | +6.5% |
| YTD | +13.3% | -8.7% | +22.0% | +14.3% |
| 1Y | +11.8% | -11.8% | +23.7% | +13.4% |
| 3Y | +56.7% | -24.0% | +80.7% | +59.7% |
| 5Y | +4.3% | -60.3% | +64.6% | +19.2% |
| All | +34.1% | +5.0% | +29.0% | +34.7% |
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