+66.9%
DD vs MKTX
+5.0%
+61.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -11.7% | +0.7% | -12.4% | -11.7% |
| 3M | -9.2% | +40.8% | -50.0% | -14.2% |
| 6M | -7.2% | -8.0% | +0.8% | -6.5% |
| YTD | +6.6% | -8.7% | +15.3% | +7.4% |
| 1Y | +32.0% | -11.8% | +43.8% | +33.6% |
| 3Y | +42.1% | -24.0% | +66.2% | +44.0% |
| 5Y | +58.1% | -60.3% | +118.4% | +76.5% |
| All | +66.9% | +5.0% | +61.8% | +52.3% |
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