+634.6%
P vs MKTX
+12.8%
+621.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | +11.6% | +0.2% | +11.4% | +11.6% |
| 30D | -23.7% | +0.9% | -24.6% | -23.8% |
| 3M | -8.0% | +2.6% | -10.6% | -8.4% |
| 6M | +27.9% | +20.4% | +7.5% | +22.5% |
| YTD | +61.2% | -7.1% | +68.2% | +61.8% |
| 1Y | +28.6% | -2.8% | +31.4% | +27.9% |
| 3Y | +200.5% | -21.7% | +222.2% | +198.1% |
| 5Y | +282.9% | -54.5% | +337.4% | +332.7% |
| All | +634.6% | +12.8% | +621.8% | +571.3% |
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