+386.4%
D vs MKTX
+1,442.6%
-1,056.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | -2.5% | +40.8% | -43.3% | -7.5% |
| 6M | +5.5% | -8.0% | +13.5% | +6.0% |
| YTD | +13.3% | -8.7% | +22.0% | +13.7% |
| 1Y | +11.8% | -11.8% | +23.7% | +12.7% |
| 3Y | +56.7% | -24.0% | +80.7% | +58.9% |
| 5Y | +4.3% | -60.3% | +64.6% | +13.8% |
| 10Y | +36.9% | +5.0% | +32.0% | +29.3% |
| All | +386.4% | +1,442.6% | -1,056.3% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling