+445.3%
MP vs MKTX
-66.4%
+511.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +13.8% | +1.1% | +12.7% | +13.5% |
| 3M | -16.7% | +36.1% | -52.8% | -23.7% |
| 6M | -11.5% | -12.9% | +1.4% | -8.8% |
| YTD | +7.9% | -8.5% | +16.5% | +9.3% |
| 1Y | -15.0% | -7.5% | -7.5% | -14.7% |
| 3Y | +153.5% | -28.3% | +181.8% | +168.1% |
| 5Y | +58.7% | -63.3% | +122.0% | +96.0% |
| All | +445.3% | -66.4% | +511.7% | +622.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling