+20.4%
M vs MKTX
-60.6%
+80.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | -8.8% | -0.2% | -8.6% | -8.8% |
| 30D | -16.4% | +0.8% | -17.2% | -16.5% |
| 3M | -10.8% | +41.1% | -51.9% | -14.8% |
| 6M | +16.1% | -9.5% | +25.7% | +17.8% |
| YTD | -5.3% | -8.7% | +3.4% | -4.2% |
| 1Y | +24.9% | -10.0% | +34.8% | +26.4% |
| 3Y | +97.5% | -24.6% | +122.2% | +98.9% |
| 5Y | +20.4% | -60.3% | +80.7% | +21.2% |
| All | +20.4% | -60.6% | +80.9% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling