+155.2%
W vs MKTX
+5.0%
+150.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.9% | -0.2% | -0.6% | -0.7% |
| 30D | -4.2% | +0.7% | -5.0% | -4.6% |
| 3M | +26.9% | +40.8% | -13.9% | +3.0% |
| 6M | +31.2% | -8.0% | +39.2% | +33.4% |
| YTD | -1.8% | -8.7% | +6.9% | -0.9% |
| 1Y | +9.3% | -11.8% | +21.2% | +11.4% |
| 3Y | +33.2% | -24.0% | +57.2% | +32.7% |
| 5Y | -62.4% | -60.3% | -2.1% | -42.3% |
| All | +155.2% | +5.0% | +150.2% | +169.1% |
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 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