-32.5%
MKC vs MKTX
-60.5%
+28.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.5% | -0.2% | -1.2% | -1.4% |
| 30D | -3.1% | +0.7% | -3.8% | -3.2% |
| 3M | +5.2% | +40.8% | -35.6% | +1.1% |
| 6M | -12.8% | -8.0% | -4.8% | -11.9% |
| YTD | -23.3% | -8.7% | -14.6% | -22.4% |
| 1Y | -24.1% | -11.8% | -12.3% | -23.0% |
| 3Y | -32.1% | -24.0% | -8.1% | -30.8% |
| All | -32.5% | -60.5% | +28.0% | -29.9% |
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 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