+17.5%
P vs MKTX
+5.4%
+12.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -19.4% | +0.5% | -19.8% | -19.4% |
| 30D | -22.3% | +1.0% | -23.3% | -22.4% |
| 3M | +33.2% | +2.5% | +30.7% | +32.7% |
| 6M | +53.6% | +8.0% | +45.6% | +48.1% |
| YTD | +66.8% | -7.3% | +74.1% | +60.6% |
| 1Y | +17.5% | +4.7% | +12.9% | +6.8% |
| All | +17.5% | +5.4% | +12.2% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling