+468.0%
UUUU vs MKTX
+5.0%
+462.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | -10.5% | -0.2% | -10.3% | -10.4% |
| 30D | -10.5% | +0.7% | -11.2% | -10.7% |
| 3M | -14.1% | +40.8% | -54.9% | -23.1% |
| 6M | -35.5% | -8.0% | -27.5% | -34.6% |
| YTD | -10.9% | -8.7% | -2.2% | -10.1% |
| 1Y | +3.4% | -11.8% | +15.2% | +5.2% |
| 3Y | +73.1% | -24.0% | +97.2% | +76.5% |
| 5Y | +87.1% | -60.3% | +147.5% | +132.6% |
| All | +468.0% | +5.0% | +462.9% | +338.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling