+40.4%
EXC vs MKTX
-54.6%
+95.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +1.4% | +0.2% | +1.1% | +1.4% |
| 30D | +8.6% | +0.9% | +7.7% | +8.5% |
| 3M | +2.4% | +2.6% | -0.2% | +2.1% |
| 6M | +6.5% | +20.4% | -14.0% | +4.3% |
| YTD | +9.0% | -7.1% | +16.1% | +10.2% |
| 1Y | +4.6% | -2.8% | +7.3% | +5.1% |
| 3Y | +33.5% | -21.7% | +55.2% | +35.7% |
| All | +40.4% | -54.6% | +95.0% | +46.3% |
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