+332.2%
MKC vs MKTX
+1,443.5%
-1,111.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.8% | -0.2% | -2.7% | -2.8% |
| 30D | -3.4% | +0.8% | -4.2% | -3.5% |
| 3M | +3.8% | +41.1% | -37.4% | -1.6% |
| 6M | -17.9% | -9.5% | -8.4% | -17.4% |
| YTD | -23.6% | -8.7% | -14.9% | -23.3% |
| 1Y | -23.1% | -10.0% | -13.1% | -22.7% |
| 3Y | -31.5% | -24.6% | -6.9% | -30.5% |
| 5Y | -33.1% | -60.3% | +27.2% | -27.0% |
| 10Y | +29.3% | +5.0% | +24.3% | +23.0% |
| All | +332.2% | +1,443.5% | -1,111.3% | +170.2% |
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 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