+311.0%
USB vs MKTX
+1,467.1%
-1,156.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +5.8% | +0.9% | +5.0% | +5.6% |
| 3M | -6.0% | +2.3% | -8.3% | -6.5% |
| 6M | +7.8% | +12.4% | -4.6% | +2.9% |
| YTD | +14.6% | -7.3% | +21.9% | +14.6% |
| 1Y | +31.8% | +1.8% | +29.9% | +28.3% |
| 3Y | +91.5% | -21.2% | +112.7% | +94.2% |
| 5Y | +22.0% | -54.6% | +76.6% | +39.4% |
| 10Y | +96.1% | +21.5% | +74.6% | +53.5% |
| All | +311.0% | +1,467.1% | -1,156.1% | +16.7% |
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