+49.6%
F vs MKTX
-61.3%
+110.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +1.2% | +0.4% | +0.7% | +1.1% |
| 30D | +1.2% | +1.0% | +0.3% | +1.1% |
| 3M | -5.7% | +41.3% | -46.9% | -11.7% |
| 6M | +17.9% | -11.3% | +29.3% | +21.0% |
| YTD | +10.4% | -8.6% | +19.0% | +12.3% |
| 1Y | +25.3% | -11.1% | +36.4% | +28.1% |
| 3Y | +37.5% | -24.5% | +62.0% | +40.6% |
| All | +49.6% | -61.3% | +110.9% | +71.1% |
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