+47.2%
XYZ vs MKTX
-25.1%
+72.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | +0.5% | +1.0% | -0.4% | +0.4% |
| 3M | +16.3% | +40.8% | -24.5% | +10.5% |
| 6M | +21.1% | -10.9% | +32.0% | +23.5% |
| YTD | +22.0% | -8.6% | +30.6% | +23.8% |
| 1Y | +5.2% | -11.6% | +16.7% | +7.3% |
| All | +47.2% | -25.1% | +72.3% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling