+65.8%
M vs MKTX
+1,446.2%
-1,380.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.7% | +0.4% | +4.3% | +4.6% |
| 30D | -9.6% | +1.1% | -10.7% | -9.9% |
| 3M | +0.9% | +36.1% | -35.3% | -7.8% |
| 6M | +22.3% | -12.9% | +35.1% | +24.5% |
| YTD | +6.5% | -8.5% | +15.0% | +6.7% |
| 1Y | +38.8% | -7.5% | +46.3% | +38.1% |
| 3Y | +115.9% | -28.3% | +144.2% | +121.1% |
| 5Y | +28.6% | -63.3% | +91.9% | +54.4% |
| 10Y | -2.5% | +4.5% | -7.1% | -20.7% |
| All | +65.8% | +1,446.2% | -1,380.4% | -53.9% |
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