-59.7%
MKTX vs EXEL
+187.2%
-246.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -0.2% | -2.9% | +2.7% | 0.0% |
| 30D | +0.8% | +11.9% | -11.1% | +0.1% |
| 3M | +41.1% | +9.2% | +31.9% | +40.3% |
| 6M | -9.5% | +39.1% | -48.6% | -11.7% |
| YTD | -8.7% | +31.0% | -39.7% | -10.5% |
| 1Y | -10.0% | +52.3% | -62.3% | -13.1% |
| 3Y | -24.6% | +159.7% | -184.4% | -34.2% |
| All | -59.7% | +187.2% | -246.9% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling