-10.0%
MKTX vs FIVE
+69.1%
-79.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | -0.2% | +0.6% | -0.7% | -0.2% |
| 30D | +0.8% | +3.0% | -2.2% | +0.5% |
| 3M | +41.1% | +23.2% | +17.9% | +39.5% |
| 6M | -9.5% | +9.2% | -18.7% | -10.7% |
| YTD | -8.7% | +28.1% | -36.8% | -8.8% |
| 1Y | -10.0% | +65.3% | -75.2% | -6.6% |
| All | -10.0% | +69.1% | -79.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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