-12.4%
MDB vs Z
-58.2%
+45.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.9% | +3.5% |
| 7D | -0.9% | -5.2% | +4.2% | +0.6% |
| 30D | -15.2% | +5.7% | -20.9% | -17.9% |
| 3M | -17.9% | -8.7% | -9.2% | -16.5% |
| 6M | +9.3% | -26.0% | +35.3% | +17.7% |
| YTD | -22.0% | -55.0% | +33.0% | -6.1% |
| All | -12.4% | -58.2% | +45.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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