+715.2%
O vs MKTX
+1,445.7%
-730.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -2.0% | +1.0% | -2.9% | -2.2% |
| 3M | +3.0% | +41.3% | -38.3% | -8.7% |
| 6M | -3.6% | -11.3% | +7.7% | -2.1% |
| YTD | +12.1% | -8.6% | +20.6% | +12.5% |
| 1Y | +8.9% | -11.1% | +19.9% | +9.9% |
| 3Y | +30.3% | -24.5% | +54.8% | +33.7% |
| 5Y | +13.7% | -61.4% | +75.1% | +38.6% |
| 10Y | +50.3% | +6.8% | +43.4% | +23.3% |
| All | +715.2% | +1,445.7% | -730.4% | +95.5% |
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