-59.7%
MKTX vs BWA
+87.2%
-146.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.3% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | +0.7% | -2.9% | +3.7% | +1.1% |
| 3M | +40.8% | -10.7% | +51.5% | +42.9% |
| 6M | -8.0% | +26.5% | -34.5% | -12.3% |
| YTD | -8.7% | +49.1% | -57.8% | -16.6% |
| 1Y | -11.8% | +52.1% | -63.9% | -19.9% |
| 3Y | -24.0% | +72.6% | -96.6% | -33.1% |
| All | -59.7% | +87.2% | -146.9% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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