+297.2%
MKTX vs ALM
+8,394.4%
-8,097.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.9% | -0.1% |
| 7D | +0.4% | +8.4% | -8.0% | +0.4% |
| 30D | +1.0% | +34.8% | -33.9% | +0.9% |
| 3M | +41.3% | +16.2% | +25.0% | +41.2% |
| 6M | -11.3% | +2.1% | -13.5% | -11.4% |
| YTD | -8.6% | +117.0% | -125.6% | -8.8% |
| 1Y | -11.1% | +313.9% | -324.9% | -11.4% |
| 3Y | -24.5% | +2,327.9% | -2,352.4% | -25.2% |
| 5Y | -61.4% | +1,040.6% | -1,102.1% | -61.7% |
| 10Y | +6.8% | +3,219.4% | -3,212.6% | +5.7% |
| All | +297.2% | +8,394.4% | -8,097.2% | +292.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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