-29.3%
POET vs MKTX
+42.6%
-71.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -10.4% | +0.7% | -11.1% | -10.6% |
| 3M | -29.3% | +40.8% | -70.1% | -32.8% |
| All | -29.3% | +42.6% | -71.9% | -32.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling