-11.8%
MKTX vs COO
-19.9%
+8.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.7% | +14.6% | +0.6% |
| 7D | -0.2% | -23.3% | +23.2% | +1.3% |
| 30D | +0.8% | -29.5% | +30.3% | +2.8% |
| 3M | +41.1% | -20.0% | +61.1% | +42.5% |
| 6M | -9.5% | -27.2% | +17.7% | -6.8% |
| YTD | -8.7% | -33.9% | +25.2% | -4.3% |
| All | -11.8% | -19.9% | +8.2% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling