+73.9%
PL vs MKTX
-65.7%
+139.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -13.9% | +0.3% | -14.1% | -13.9% |
| 30D | -25.5% | +1.0% | -26.4% | -25.7% |
| 3M | -44.8% | +40.8% | -85.6% | -51.5% |
| 6M | -33.3% | -10.9% | -22.4% | -30.6% |
| YTD | -12.7% | -8.6% | -4.1% | -10.3% |
| 1Y | +90.9% | -11.6% | +102.5% | +97.8% |
| 3Y | +528.5% | -24.5% | +553.0% | +561.9% |
| 5Y | +72.7% | -60.7% | +133.4% | +122.3% |
| All | +73.9% | -65.7% | +139.6% | +124.6% |
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