+113.4%
M vs MKTX
-25.1%
+138.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -4.1% | +0.3% | -4.3% | -4.0% |
| 30D | -13.6% | +1.0% | -14.6% | -13.6% |
| 3M | -2.3% | +40.8% | -43.1% | -0.2% |
| 6M | +21.9% | -10.9% | +32.8% | +21.0% |
| YTD | -0.6% | -8.6% | +8.0% | -1.0% |
| 1Y | +29.7% | -11.6% | +41.3% | +29.3% |
| All | +113.4% | -25.1% | +138.6% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling