+71.7%
RF vs MKTX
+1,446.2%
-1,374.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | -3.6% | +1.1% | -4.7% | -4.0% |
| 3M | +8.1% | +36.1% | -28.0% | -5.9% |
| 6M | +11.5% | -12.9% | +24.3% | +14.3% |
| YTD | +15.6% | -8.5% | +24.1% | +15.7% |
| 1Y | +15.7% | -7.5% | +23.2% | +14.7% |
| 3Y | +86.9% | -28.3% | +115.2% | +94.6% |
| 5Y | +89.8% | -63.3% | +153.1% | +146.7% |
| 10Y | +344.7% | +4.5% | +340.2% | +224.1% |
| All | +71.7% | +1,446.2% | -1,374.5% | -72.4% |
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