-62.2%
XYZ vs MKTX
-54.4%
-7.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | +11.6% | +0.9% | +10.6% | +11.1% |
| 3M | +8.4% | +2.7% | +5.7% | +7.2% |
| 6M | +17.2% | +15.6% | +1.6% | +8.5% |
| YTD | +31.7% | -7.0% | +38.7% | +34.9% |
| 1Y | +30.1% | -1.2% | +31.3% | +28.7% |
| 3Y | +66.4% | -22.2% | +88.7% | +69.7% |
| 5Y | -62.2% | -53.7% | -8.4% | -45.7% |
| All | -62.2% | -54.4% | -7.8% | -45.7% |
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