+686.8%
INTC vs MKTX
+1,445.1%
-758.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +18.0% | +0.3% | +17.7% | +17.9% |
| 30D | +8.9% | +1.0% | +8.0% | +8.7% |
| 3M | -1.6% | +40.8% | -42.4% | -9.0% |
| 6M | +133.1% | -10.9% | +144.0% | +136.2% |
| YTD | +187.9% | -8.6% | +196.5% | +188.9% |
| 1Y | +334.7% | -11.6% | +346.3% | +337.1% |
| 3Y | +184.2% | -24.5% | +208.7% | +185.8% |
| 5Y | +116.0% | -60.7% | +176.7% | +147.4% |
| 10Y | +270.0% | +5.1% | +264.8% | +226.4% |
| All | +686.8% | +1,445.1% | -758.3% | +215.3% |
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