+119.6%
RF vs MKTX
-22.8%
+142.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -0.1% | +0.1% | -0.3% | -0.1% |
| 30D | +7.0% | +0.7% | +6.4% | +7.0% |
| 3M | -7.0% | +2.4% | -9.4% | -7.1% |
| 6M | +6.8% | +13.5% | -6.7% | +6.6% |
| YTD | +9.9% | -7.2% | +17.2% | +11.1% |
| 1Y | +21.1% | +1.0% | +20.2% | +21.5% |
| 3Y | +119.6% | -23.7% | +143.4% | +140.0% |
| All | +119.6% | -22.8% | +142.4% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling