+443.0%
MP vs MKTX
-66.4%
+509.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -0.7% | +1.0% | -1.6% | -0.9% |
| 3M | 0.0% | +40.8% | -40.8% | -9.3% |
| 6M | -10.0% | -10.9% | +0.9% | -7.8% |
| YTD | +7.5% | -8.6% | +16.1% | +8.8% |
| 1Y | -14.0% | -11.6% | -2.5% | -12.4% |
| 3Y | +153.5% | -24.5% | +178.0% | +163.0% |
| 5Y | +62.7% | -60.7% | +123.4% | +97.6% |
| All | +443.0% | -66.4% | +509.4% | +619.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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