-10.2%
DOW vs MKTX
-25.1%
+14.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -4.1% | +0.8% | -4.9% | -4.2% |
| 3M | -12.4% | +41.1% | -53.6% | -17.2% |
| 6M | -10.6% | -9.5% | -1.1% | -9.7% |
| YTD | +31.1% | -8.7% | +39.8% | +32.2% |
| 1Y | +30.5% | -10.0% | +40.5% | +31.8% |
| 3Y | -34.4% | -24.6% | -9.8% | -33.1% |
| 5Y | -35.5% | -60.3% | +24.8% | -28.9% |
| All | -10.2% | -25.1% | +14.9% | -11.0% |
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