-0.1%
ES vs MKTX
+5.4%
-5.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.3% | +0.5% | +4.8% | +5.3% |
| 30D | +8.9% | +1.0% | +8.0% | +8.9% |
| 3M | -1.9% | +2.5% | -4.4% | -2.0% |
| 6M | +3.9% | +8.0% | -4.1% | +7.2% |
| YTD | +8.3% | -7.3% | +15.5% | +17.8% |
| 1Y | -0.1% | +4.7% | -4.8% | -0.2% |
| All | -0.1% | +5.4% | -5.5% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling