-18.0%
POET vs MKTX
+5.4%
-23.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -16.4% | +0.5% | -16.9% | -16.5% |
| 30D | -37.5% | +1.0% | -38.5% | -37.6% |
| 3M | -43.1% | +2.5% | -45.6% | -43.3% |
| 6M | -31.4% | +8.0% | -39.4% | -37.3% |
| YTD | -22.9% | -7.3% | -15.6% | -28.9% |
| 1Y | -18.0% | +4.7% | -22.6% | -26.1% |
| All | -18.0% | +5.4% | -23.4% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling