+26.7%
Q vs MKTX
-3.6%
+30.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.2% | +0.4% | -0.2% | +0.2% |
| 30D | -11.1% | +1.1% | -12.2% | -11.1% |
| 3M | -22.1% | +36.1% | -58.2% | -20.6% |
| 6M | +0.5% | -12.9% | +13.4% | +6.0% |
| YTD | +47.8% | -8.5% | +56.3% | +51.5% |
| All | +26.7% | -3.6% | +30.3% | +24.1% |
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