-10.1%
MDB vs Z
-20.9%
+10.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.2% |
| 7D | +11.6% | -4.9% | +16.5% | +13.2% |
| 30D | -8.9% | +3.0% | -11.9% | -11.0% |
| 3M | -22.4% | -13.4% | -9.0% | -20.1% |
| 6M | +10.1% | -27.3% | +37.4% | +19.5% |
| YTD | -19.0% | -57.8% | +38.7% | +2.9% |
| 1Y | -7.0% | -60.0% | +53.0% | +19.5% |
| All | -10.1% | -20.9% | +10.8% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling