+158.7%
P vs MKTX
-24.9%
+183.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | +7.8% | +0.4% | +7.4% | +7.9% |
| 30D | +12.3% | +1.0% | +11.3% | +12.4% |
| 3M | +37.1% | +41.3% | -4.2% | +41.5% |
| 6M | +66.1% | -11.3% | +77.4% | +59.3% |
| YTD | +50.9% | -8.6% | +59.5% | +45.4% |
| 1Y | +27.2% | -11.1% | +38.3% | +22.0% |
| 3Y | +158.7% | -24.5% | +183.2% | +136.1% |
| All | +158.7% | -24.9% | +183.5% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling