-4.7%
ES vs MKTX
-60.6%
+55.9%
-41.7%
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% | -2.0% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -3.0% | +0.8% | -3.8% | -3.1% |
| 3M | -0.3% | +41.1% | -41.4% | -4.7% |
| 6M | -5.2% | -9.5% | +4.4% | -3.8% |
| YTD | +4.8% | -8.7% | +13.5% | +6.1% |
| 1Y | +12.7% | -10.0% | +22.7% | +14.2% |
| 3Y | +27.5% | -24.6% | +52.1% | +30.7% |
| 5Y | -4.7% | -60.3% | +55.6% | -2.0% |
| All | -4.7% | -60.6% | +55.9% | -2.0% |
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 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