+657.0%
ES vs MKTX
+1,446.2%
-789.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -2.0% | +1.1% | -3.0% | -2.1% |
| 3M | +1.7% | +36.1% | -34.4% | -3.4% |
| 6M | -3.5% | -12.9% | +9.3% | -2.4% |
| YTD | +7.9% | -8.5% | +16.4% | +8.3% |
| 1Y | +17.2% | -7.5% | +24.7% | +17.4% |
| 3Y | +29.3% | -28.3% | +57.6% | +32.5% |
| 5Y | -5.7% | -63.3% | +57.6% | +4.7% |
| 10Y | +85.2% | +4.5% | +80.7% | +75.4% |
| All | +657.0% | +1,446.2% | -789.2% | +335.4% |
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