+20.3%
UL vs MKTX
-25.3%
+45.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +0.5% | +0.7% | -0.2% | +0.4% |
| 3M | +7.2% | +40.8% | -33.6% | +3.8% |
| 6M | -3.1% | -8.0% | +4.9% | -1.9% |
| YTD | -2.7% | -8.7% | +6.0% | -1.5% |
| 1Y | -10.2% | -11.8% | +1.6% | -8.9% |
| 3Y | +20.3% | -24.0% | +44.3% | +22.1% |
| All | +20.3% | -25.3% | +45.5% | +22.1% |
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 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