-14.0%
MP vs MKTX
-11.2%
-2.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | -0.7% | +1.0% | -1.6% | -0.7% |
| 3M | 0.0% | +40.8% | -40.8% | +2.9% |
| 6M | -10.0% | -10.9% | +0.9% | -19.4% |
| YTD | +7.5% | -8.6% | +16.1% | -2.5% |
| 1Y | -14.0% | -11.6% | -2.5% | -33.3% |
| All | -14.0% | -11.2% | -2.8% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling