+67.9%
NI vs MKTX
-25.3%
+93.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -1.4% | +0.7% | -2.1% | -1.4% |
| 3M | -10.6% | +40.8% | -51.4% | -13.2% |
| 6M | -9.3% | -8.0% | -1.3% | -8.5% |
| YTD | +1.1% | -8.7% | +9.9% | +2.1% |
| 1Y | +3.4% | -11.8% | +15.2% | +4.6% |
| 3Y | +67.9% | -24.0% | +91.9% | +67.2% |
| All | +67.9% | -25.3% | +93.1% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling