+1,026.8%
MKTX vs BWA
+678.9%
+347.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | +0.4% | +4.3% | -3.9% | -1.0% |
| 30D | +1.0% | -2.9% | +3.9% | +1.7% |
| 3M | +41.3% | -12.4% | +53.7% | +46.9% |
| 6M | -11.3% | +28.6% | -39.9% | -20.1% |
| YTD | -8.6% | +48.2% | -56.8% | -22.8% |
| 1Y | -11.1% | +50.9% | -62.0% | -25.6% |
| 3Y | -24.5% | +72.2% | -96.7% | -42.1% |
| 5Y | -61.4% | +91.1% | -152.5% | -72.5% |
| 10Y | +6.8% | +144.0% | -137.2% | -42.2% |
| All | +1,026.8% | +678.9% | +347.9% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling