+140.1%
GOOGL vs MKTX
-60.5%
+200.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -1.4% | +0.7% | -2.1% | -1.5% |
| 3M | -5.3% | +40.8% | -46.1% | -12.1% |
| 6M | +9.8% | -8.0% | +17.8% | +11.6% |
| YTD | +8.4% | -8.7% | +17.1% | +10.1% |
| 1Y | +41.2% | -11.8% | +53.0% | +44.3% |
| 3Y | +149.6% | -24.0% | +173.6% | +156.5% |
| All | +140.1% | -60.5% | +200.6% | +165.0% |
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