+157.2%
EXC vs MKTX
+5.1%
+152.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | -0.2% | -1.5% | -1.6% |
| 30D | -2.4% | +0.8% | -3.2% | -2.5% |
| 3M | -4.0% | +41.1% | -45.1% | -10.6% |
| 6M | -9.8% | -9.5% | -0.2% | -8.5% |
| YTD | +2.3% | -8.7% | +11.0% | +3.4% |
| 1Y | +3.8% | -10.0% | +13.8% | +5.0% |
| 3Y | +19.7% | -24.6% | +44.4% | +22.4% |
| 5Y | +45.6% | -60.3% | +105.9% | +68.3% |
| All | +157.2% | +5.1% | +152.1% | +153.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling