+287.6%
MP vs MKTX
-65.8%
+353.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | +0.2% | +9.2% | +9.4% |
| 30D | -3.0% | +0.9% | -3.9% | -3.2% |
| 3M | -30.4% | +2.6% | -32.9% | -30.8% |
| 6M | -39.2% | +20.4% | -59.6% | -42.6% |
| YTD | -23.3% | -7.1% | -16.2% | -22.6% |
| 1Y | -32.6% | -2.8% | -29.9% | -33.1% |
| 3Y | +159.3% | -21.7% | +181.0% | +167.6% |
| 5Y | -16.4% | -54.5% | +38.1% | -1.9% |
| All | +287.6% | -65.8% | +353.4% | +411.3% |
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