-20.5%
POET vs MKTX
+2,355.5%
-2,376.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -10.4% | +0.7% | -11.1% | -10.4% |
| 3M | -29.3% | +40.8% | -70.1% | -32.0% |
| 6M | +6.9% | -8.0% | +14.8% | +7.4% |
| YTD | +25.6% | -8.7% | +34.3% | +26.1% |
| 1Y | +49.2% | -11.8% | +61.0% | +50.2% |
| 3Y | +128.4% | -24.0% | +152.5% | +130.4% |
| 5Y | -4.2% | -60.3% | +56.1% | +2.6% |
| 10Y | +30.3% | +5.0% | +25.4% | +28.2% |
| All | -20.5% | +2,355.5% | -2,376.0% | -41.5% |
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