+506.0%
XYZ vs MKTX
+75.6%
+430.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | +1.2% | +0.7% | +0.5% | +0.9% |
| 3M | +14.6% | +40.8% | -26.1% | -3.8% |
| 6M | +22.6% | -8.0% | +30.6% | +24.4% |
| YTD | +21.7% | -8.7% | +30.4% | +23.9% |
| 1Y | +6.7% | -11.8% | +18.5% | +9.6% |
| 3Y | +46.8% | -24.0% | +70.9% | +51.6% |
| 5Y | -68.0% | -60.3% | -7.7% | -55.0% |
| 10Y | +602.8% | +5.0% | +597.9% | +699.9% |
| All | +506.0% | +75.6% | +430.5% | +628.1% |
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