+597.9%
XYZ vs MKTX
+5.1%
+592.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | 0.0% | +0.8% | -0.8% | -0.4% |
| 3M | +18.7% | +41.1% | -22.5% | -1.7% |
| 6M | +20.5% | -9.5% | +30.1% | +23.5% |
| YTD | +21.5% | -8.7% | +30.2% | +23.8% |
| 1Y | +7.2% | -10.0% | +17.2% | +9.1% |
| 3Y | +49.0% | -24.6% | +73.6% | +54.3% |
| 5Y | -68.1% | -60.3% | -7.8% | -53.7% |
| All | +597.9% | +5.1% | +592.8% | +637.8% |
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