+1,026.8%
MKTX vs FDS
+952.7%
+74.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +2.3% |
| 7D | +0.4% | -5.4% | +5.8% | +3.3% |
| 30D | +1.0% | +1.6% | -0.6% | -0.4% |
| 3M | +41.3% | +17.7% | +23.5% | +25.4% |
| 6M | -11.3% | +29.1% | -40.4% | -26.8% |
| YTD | -8.6% | +1.0% | -9.5% | -14.4% |
| 1Y | -11.1% | -21.6% | +10.6% | -4.6% |
| 3Y | -24.5% | -30.1% | +5.6% | -15.9% |
| 5Y | -61.4% | -20.7% | -40.7% | -61.2% |
| 10Y | +6.8% | +78.3% | -71.5% | -40.3% |
| All | +1,026.8% | +952.7% | +74.1% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling