+4.6%
MKTX vs EXEL
+375.2%
-370.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | -0.2% | -4.9% | +4.7% | +0.2% |
| 30D | +0.7% | +11.4% | -10.7% | -0.3% |
| 3M | +40.8% | +4.9% | +35.9% | +40.0% |
| 6M | -8.0% | +34.4% | -42.4% | -10.9% |
| YTD | -8.7% | +28.0% | -36.8% | -11.3% |
| 1Y | -11.8% | +43.6% | -55.5% | -15.5% |
| 3Y | -24.0% | +155.2% | -179.2% | -33.1% |
| 5Y | -60.3% | +181.2% | -241.5% | -65.9% |
| All | +4.6% | +375.2% | -370.6% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling