+37.2%
M vs MKTX
+5.4%
+31.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.7% | +7.6% |
| 7D | +8.3% | +0.5% | +7.8% | +8.3% |
| 30D | +14.2% | +1.0% | +13.2% | +14.3% |
| 3M | -1.1% | +2.5% | -3.6% | -0.9% |
| 6M | +36.6% | +8.0% | +28.6% | +31.9% |
| YTD | +19.8% | -7.3% | +27.1% | +14.0% |
| 1Y | +37.2% | +4.7% | +32.5% | +29.3% |
| All | +37.2% | +5.4% | +31.8% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling