+291.3%
IR vs MKTX
-4.1%
+295.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -15.1% | +1.1% | -16.2% | -15.3% |
| 3M | +6.1% | +36.1% | -30.0% | +1.2% |
| 6M | -16.8% | -12.9% | -3.9% | -15.5% |
| YTD | -3.5% | -8.5% | +5.0% | -2.8% |
| 1Y | -3.5% | -7.5% | +4.1% | -3.0% |
| 3Y | +9.5% | -28.3% | +37.8% | +12.3% |
| 5Y | +45.1% | -63.3% | +108.4% | +60.3% |
| All | +291.3% | -4.1% | +295.4% | +269.1% |
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