+13.1%
D vs MKTX
-53.9%
+67.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +8.4% | +0.9% | +7.5% | +8.3% |
| 3M | +0.2% | +2.5% | -2.3% | 0.0% |
| 6M | +9.5% | +18.6% | -9.1% | +7.6% |
| YTD | +18.8% | -7.1% | +25.9% | +19.8% |
| 1Y | +14.7% | -0.3% | +15.0% | +14.7% |
| 3Y | +72.9% | -22.3% | +95.2% | +75.6% |
| 5Y | +13.1% | -54.5% | +67.6% | +16.5% |
| All | +13.1% | -53.9% | +67.0% | +16.5% |
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