+1,044.8%
NI vs MKTX
+1,443.5%
-398.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -1.4% | +0.8% | -2.2% | -1.5% |
| 3M | -10.6% | +41.1% | -51.7% | -15.7% |
| 6M | -9.9% | -9.5% | -0.4% | -9.3% |
| YTD | +1.2% | -8.7% | +9.9% | +1.6% |
| 1Y | +4.4% | -10.0% | +14.4% | +5.0% |
| 3Y | +68.6% | -24.6% | +93.2% | +71.4% |
| 5Y | +98.0% | -60.3% | +158.3% | +118.3% |
| 10Y | +143.6% | +5.0% | +138.6% | +123.8% |
| All | +1,044.8% | +1,443.5% | -398.7% | +505.5% |
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