+264.0%
EXC vs MKTX
+1,471.0%
-1,207.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +1.4% | +0.2% | +1.1% | +1.3% |
| 30D | +8.6% | +0.9% | +7.7% | +8.4% |
| 3M | +2.4% | +2.6% | -0.2% | +2.0% |
| 6M | +6.5% | +20.4% | -14.0% | +2.3% |
| YTD | +9.0% | -7.1% | +16.1% | +9.2% |
| 1Y | +4.6% | -2.8% | +7.3% | +3.9% |
| 3Y | +33.5% | -21.7% | +55.2% | +35.2% |
| 5Y | +41.4% | -54.5% | +95.9% | +53.7% |
| 10Y | +204.3% | +13.0% | +191.3% | +178.6% |
| All | +264.0% | +1,471.0% | -1,207.1% | +80.5% |
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