+129.0%
F vs MKTX
+1,446.2%
-1,317.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +4.6% | +1.1% | +3.5% | +4.3% |
| 3M | -3.7% | +36.1% | -39.8% | -11.4% |
| 6M | +16.8% | -12.9% | +29.7% | +18.8% |
| YTD | +15.3% | -8.5% | +23.8% | +15.6% |
| 1Y | +31.0% | -7.5% | +38.6% | +30.7% |
| 3Y | +45.4% | -28.3% | +73.8% | +49.7% |
| 5Y | +54.7% | -63.3% | +118.0% | +83.5% |
| 10Y | +98.2% | +4.5% | +93.7% | +70.5% |
| All | +129.0% | +1,446.2% | -1,317.2% | -19.3% |
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 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