+24.5%
USB vs MKTX
-53.9%
+78.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | +6.3% | +0.9% | +5.4% | +6.2% |
| 3M | -6.1% | +2.5% | -8.7% | -6.4% |
| 6M | +13.0% | +18.6% | -5.6% | +10.2% |
| YTD | +16.6% | -7.1% | +23.6% | +17.7% |
| 1Y | +31.1% | -0.3% | +31.5% | +30.8% |
| 3Y | +100.9% | -22.3% | +123.2% | +105.9% |
| 5Y | +24.5% | -54.5% | +79.0% | +31.3% |
| All | +24.5% | -53.9% | +78.4% | +31.3% |
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