+3.9%
D vs MKTX
-61.3%
+65.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -2.1% | +1.0% | -3.0% | -2.2% |
| 3M | -0.7% | +40.8% | -41.5% | -4.4% |
| 6M | +5.6% | -10.9% | +16.5% | +7.0% |
| YTD | +14.6% | -8.6% | +23.2% | +15.7% |
| 1Y | +15.3% | -11.6% | +26.9% | +16.8% |
| 3Y | +59.1% | -24.5% | +83.7% | +61.8% |
| 5Y | +3.9% | -60.7% | +64.6% | +6.6% |
| All | +3.9% | -61.3% | +65.2% | +6.6% |
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