+35.8%
XYZ vs MKTX
-0.3%
+36.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +11.5% | +0.9% | +10.6% | +11.4% |
| 3M | +1.8% | +2.6% | -0.8% | +1.6% |
| 6M | +21.2% | +20.4% | +0.8% | +19.7% |
| YTD | +29.9% | -7.1% | +37.0% | +35.3% |
| 1Y | +35.8% | -2.8% | +38.5% | +41.0% |
| All | +35.8% | -0.3% | +36.1% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling