+182.3%
DD vs MKTX
+1,445.1%
-1,262.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.8% | +0.3% | -4.0% | -3.8% |
| 30D | -9.2% | +1.0% | -10.2% | -9.4% |
| 3M | -9.0% | +40.8% | -49.8% | -17.0% |
| 6M | -5.0% | -10.9% | +5.9% | -3.8% |
| YTD | +7.4% | -8.6% | +16.0% | +7.8% |
| 1Y | +35.1% | -11.6% | +46.7% | +36.4% |
| 3Y | +43.2% | -24.5% | +67.7% | +45.5% |
| 5Y | +59.6% | -60.7% | +120.4% | +86.2% |
| 10Y | +66.5% | +5.1% | +61.4% | +40.9% |
| All | +182.3% | +1,445.1% | -1,262.8% | -3.0% |
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