+206.3%
P vs MKTX
-22.1%
+228.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +17.8% | +0.2% | +17.6% | +17.9% |
| 30D | -29.9% | +0.9% | -30.8% | -29.8% |
| 3M | -1.2% | +2.5% | -3.7% | -0.9% |
| 6M | +32.1% | +18.6% | +13.5% | +32.7% |
| YTD | +64.3% | -7.1% | +71.4% | +56.7% |
| 1Y | +24.3% | -0.3% | +24.6% | +20.3% |
| All | +206.3% | -22.1% | +228.5% | +177.4% |
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