+485.4%
P vs MKTX
+88.1%
+397.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | +0.4% | +6.1% | +6.5% |
| 30D | +18.8% | +1.1% | +17.7% | +18.6% |
| 3M | +26.7% | +36.1% | -9.4% | +18.5% |
| 6M | +62.2% | -12.9% | +75.0% | +65.3% |
| YTD | +48.5% | -8.5% | +57.0% | +49.6% |
| 1Y | +26.4% | -7.5% | +33.9% | +26.6% |
| 3Y | +159.4% | -28.3% | +187.7% | +163.1% |
| 5Y | +275.8% | -63.3% | +339.1% | +351.2% |
| 10Y | +732.0% | +4.5% | +727.5% | +638.6% |
| All | +485.4% | +88.1% | +397.3% | +375.4% |
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 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