+165.0%
W vs MKTX
+196.6%
-31.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +6.5% | +0.4% | +6.1% | +6.3% |
| 30D | -6.2% | +1.0% | -7.2% | -6.6% |
| 3M | +48.9% | +41.3% | +7.6% | +21.7% |
| 6M | +31.2% | -11.3% | +42.5% | +35.7% |
| YTD | -0.4% | -8.6% | +8.1% | +0.2% |
| 1Y | +14.8% | -11.1% | +25.9% | +16.2% |
| 3Y | +40.5% | -24.5% | +65.0% | +41.1% |
| 5Y | -62.1% | -61.4% | -0.7% | -42.6% |
| 10Y | +141.5% | +6.8% | +134.7% | +138.3% |
| All | +165.0% | +196.6% | -31.6% | +85.2% |
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