-11.8%
MKTX vs FDS
-27.2%
+15.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -0.2% | -14.0% | +13.8% | +1.2% |
| 30D | +0.7% | -6.2% | +7.0% | +1.2% |
| 3M | +40.8% | +10.2% | +30.6% | +36.2% |
| 6M | -8.0% | +27.4% | -35.4% | -13.5% |
| YTD | -8.7% | -9.3% | +0.5% | -8.5% |
| 1Y | -11.8% | -28.6% | +16.8% | -6.2% |
| All | -11.8% | -27.2% | +15.4% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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