-24.0%
MKTX vs BG
+18.0%
-42.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.1% |
| 7D | -0.2% | +3.1% | -3.3% | -0.5% |
| 30D | +0.7% | +10.2% | -9.5% | -0.1% |
| 3M | +40.8% | -1.7% | +42.5% | +41.6% |
| 6M | -8.0% | +1.0% | -9.0% | -7.9% |
| YTD | -8.7% | +39.9% | -48.6% | -12.9% |
| 1Y | -11.8% | +53.2% | -65.1% | -17.2% |
| 3Y | -24.0% | +16.3% | -40.3% | -27.8% |
| All | -24.0% | +18.0% | -42.0% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling