-66.5%
U vs MKTX
-60.5%
-6.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.5% | +4.5% |
| 7D | +5.5% | -0.2% | +5.8% | +5.6% |
| 30D | -1.3% | +0.7% | -2.0% | -1.6% |
| 3M | +64.6% | +40.8% | +23.8% | +35.6% |
| 6M | +119.4% | -8.0% | +127.4% | +126.0% |
| YTD | -0.5% | -8.7% | +8.3% | +2.4% |
| 1Y | +1.3% | -11.8% | +13.1% | +5.4% |
| 3Y | +15.6% | -24.0% | +39.7% | +17.3% |
| All | -66.5% | -60.5% | -6.0% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling