-37.1%
DOW vs MKTX
-60.5%
+23.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -3.9% | +0.7% | -4.7% | -4.0% |
| 3M | -12.7% | +40.8% | -53.5% | -17.1% |
| 6M | -13.7% | -8.0% | -5.7% | -12.8% |
| YTD | +28.4% | -8.7% | +37.1% | +29.8% |
| 1Y | +21.8% | -11.8% | +33.6% | +23.6% |
| 3Y | -35.7% | -24.0% | -11.7% | -34.4% |
| All | -37.1% | -60.5% | +23.3% | -30.9% |
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