+433.8%
MAR vs MKTX
+5.0%
+428.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -5.4% | +0.7% | -6.1% | -5.5% |
| 3M | -15.5% | +40.8% | -56.3% | -19.9% |
| 6M | +3.0% | -8.0% | +11.0% | +3.8% |
| YTD | +8.5% | -8.7% | +17.3% | +9.4% |
| 1Y | +26.0% | -11.8% | +37.8% | +27.5% |
| 3Y | +68.6% | -24.0% | +92.6% | +70.8% |
| 5Y | +157.4% | -60.3% | +217.7% | +183.7% |
| All | +433.8% | +5.0% | +428.8% | +368.3% |
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 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