+50.3%
NDAQ vs MKTX
-60.6%
+110.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -6.8% | -0.2% | -6.6% | -6.8% |
| 30D | -3.2% | +0.8% | -4.0% | -3.3% |
| 3M | +6.5% | +41.1% | -34.7% | -1.2% |
| 6M | +5.7% | -9.5% | +15.3% | +7.3% |
| YTD | -4.6% | -8.7% | +4.1% | -3.5% |
| 1Y | -1.6% | -10.0% | +8.4% | -0.3% |
| 3Y | +86.4% | -24.6% | +111.1% | +90.1% |
| 5Y | +50.3% | -60.3% | +110.6% | +75.6% |
| All | +50.3% | -60.6% | +110.9% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling