+91.1%
EXE vs MKTX
-60.5%
+151.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -0.9% | +0.7% | -1.6% | -1.0% |
| 3M | +9.6% | +40.8% | -31.2% | +5.1% |
| 6M | -11.6% | -8.0% | -3.6% | -11.0% |
| YTD | -12.6% | -8.7% | -3.8% | -11.9% |
| 1Y | +1.2% | -11.8% | +13.0% | +2.3% |
| 3Y | +18.0% | -24.0% | +42.1% | +19.7% |
| All | +91.1% | -60.5% | +151.6% | +101.4% |
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 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