-8.1%
M vs MKTX
+12.8%
-20.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +7.0% | +0.2% | +6.8% | +7.0% |
| 30D | +8.9% | +0.9% | +8.0% | +8.8% |
| 3M | +4.5% | +2.6% | +1.9% | +4.2% |
| 6M | +36.2% | +20.4% | +15.8% | +32.9% |
| YTD | +15.1% | -7.1% | +22.2% | +15.6% |
| 1Y | +27.4% | -2.8% | +30.2% | +27.1% |
| 3Y | +160.1% | -21.7% | +181.9% | +162.3% |
| 5Y | -1.6% | -54.5% | +52.9% | +4.8% |
| All | -8.1% | +12.8% | -20.9% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling