+88.7%
F vs MKTX
+1,470.5%
-1,381.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | -0.5% | +0.9% | -1.4% | -0.7% |
| 3M | -12.9% | +2.5% | -15.5% | -13.4% |
| 6M | +1.5% | +18.6% | -17.1% | -3.7% |
| YTD | -5.0% | -7.1% | +2.1% | -5.1% |
| 1Y | -7.3% | -0.3% | -7.0% | -9.1% |
| 3Y | +45.3% | -22.3% | +67.5% | +47.3% |
| 5Y | -15.8% | -54.5% | +38.7% | -4.8% |
| 10Y | +64.2% | +12.9% | +51.3% | +38.7% |
| All | +88.7% | +1,470.5% | -1,381.8% | -33.7% |
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