+5,077.8%
NDAQ vs MKTX
+1,445.7%
+3,632.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | +0.5% | +1.0% | -0.5% | +0.2% |
| 3M | +9.9% | +41.3% | -31.4% | -3.0% |
| 6M | +8.2% | -11.3% | +19.5% | +10.6% |
| YTD | -1.5% | -8.6% | +7.1% | -0.5% |
| 1Y | +1.3% | -11.1% | +12.4% | +3.0% |
| 3Y | +92.6% | -24.5% | +117.1% | +98.4% |
| 5Y | +53.8% | -61.4% | +115.2% | +91.0% |
| 10Y | +376.0% | +6.8% | +369.1% | +305.7% |
| All | +5,077.8% | +1,445.7% | +3,632.1% | +1,197.6% |
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 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