+79.2%
M vs MKTX
+1,471.0%
-1,391.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | +4.5% | +2.6% | +1.9% | +3.8% |
| 6M | +36.2% | +20.4% | +15.8% | +28.2% |
| YTD | +15.1% | -7.1% | +22.2% | +14.9% |
| 1Y | +27.4% | -2.8% | +30.2% | +25.6% |
| 3Y | +160.1% | -21.7% | +181.9% | +161.7% |
| 5Y | -1.6% | -54.5% | +52.9% | +11.9% |
| 10Y | -7.7% | +13.0% | -20.6% | -26.5% |
| All | +79.2% | +1,471.0% | -1,391.8% | -50.4% |
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