+50.7%
O vs MKTX
+5.0%
+45.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -2.9% | -0.2% | -2.6% | -2.8% |
| 30D | -4.5% | +0.7% | -5.2% | -4.7% |
| 3M | -2.6% | +40.8% | -43.4% | -10.2% |
| 6M | -5.6% | -8.0% | +2.4% | -4.6% |
| YTD | +9.3% | -8.7% | +18.0% | +10.5% |
| 1Y | +4.3% | -11.8% | +16.1% | +6.1% |
| 3Y | +27.4% | -24.0% | +51.5% | +30.7% |
| 5Y | +17.1% | -60.3% | +77.4% | +37.9% |
| All | +50.7% | +5.0% | +45.7% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling