+673.3%
ES vs MKTX
+1,471.0%
-797.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | +7.6% | +0.9% | +6.7% | +7.5% |
| 3M | +0.5% | +2.6% | -2.1% | +0.1% |
| 6M | +7.6% | +20.4% | -12.8% | +4.0% |
| YTD | +10.2% | -7.1% | +17.3% | +10.4% |
| 1Y | +1.8% | -2.8% | +4.6% | +1.4% |
| 3Y | +55.4% | -21.7% | +77.1% | +57.7% |
| 5Y | +7.3% | -54.5% | +61.8% | +15.6% |
| 10Y | +96.4% | +13.0% | +83.4% | +84.2% |
| All | +673.3% | +1,471.0% | -797.8% | +343.7% |
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