+7,776.3%
GOOGL vs MKTX
+1,445.1%
+6,331.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -1.9% | +0.3% | -2.1% | -1.9% |
| 30D | -7.5% | +1.0% | -8.4% | -7.6% |
| 3M | -9.2% | +40.8% | -50.0% | -16.3% |
| 6M | +8.1% | -10.9% | +19.0% | +9.3% |
| YTD | +5.8% | -8.6% | +14.4% | +6.3% |
| 1Y | +38.3% | -11.6% | +49.9% | +39.4% |
| 3Y | +144.8% | -24.5% | +169.3% | +149.8% |
| 5Y | +132.5% | -60.7% | +193.3% | +168.3% |
| 10Y | +746.7% | +5.1% | +741.5% | +671.9% |
| All | +7,776.3% | +1,445.1% | +6,331.2% | +3,423.7% |
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