+83.0%
PL vs MKTX
-65.7%
+148.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -9.3% | +0.4% | -9.7% | -9.4% |
| 30D | -18.9% | +1.1% | -20.0% | -19.2% |
| 3M | -58.4% | +36.1% | -94.5% | -62.8% |
| 6M | -30.3% | -12.9% | -17.4% | -26.8% |
| YTD | -8.1% | -8.5% | +0.4% | -5.6% |
| 1Y | +180.5% | -7.5% | +188.0% | +185.3% |
| 3Y | +444.1% | -28.3% | +472.5% | +488.7% |
| 5Y | +83.0% | -63.3% | +146.3% | +135.2% |
| All | +83.0% | -65.7% | +148.7% | +136.3% |
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 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