+335.4%
RF vs MKTX
+5.1%
+330.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.6% | -0.2% | -1.5% | -1.6% |
| 30D | -4.3% | +0.8% | -5.1% | -4.4% |
| 3M | +5.9% | +41.1% | -35.3% | -0.9% |
| 6M | +14.1% | -9.5% | +23.7% | +15.6% |
| YTD | +13.8% | -8.7% | +22.5% | +14.8% |
| 1Y | +15.2% | -10.0% | +25.2% | +16.3% |
| 3Y | +90.6% | -24.6% | +115.2% | +94.8% |
| 5Y | +88.9% | -60.3% | +149.2% | +114.9% |
| All | +335.4% | +5.1% | +330.3% | +232.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling