-62.8%
W vs MKTX
-60.6%
-2.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +0.5% | -0.2% | +0.6% | +0.5% |
| 30D | -5.6% | +0.8% | -6.4% | -5.9% |
| 3M | +41.9% | +41.1% | +0.8% | +20.3% |
| 6M | +30.2% | -9.5% | +39.8% | +35.3% |
| YTD | -2.9% | -8.7% | +5.7% | -0.5% |
| 1Y | +11.6% | -10.0% | +21.5% | +14.3% |
| 3Y | +37.0% | -24.6% | +61.6% | +35.8% |
| 5Y | -62.8% | -60.3% | -2.5% | -48.5% |
| All | -62.8% | -60.6% | -2.3% | -48.5% |
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