+47.3%
MDB vs ZYBT
-58.9%
+106.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -3.1% |
| 7D | -1.8% | -3.7% | +2.0% | -1.8% |
| 30D | -17.3% | 0.0% | -17.3% | -17.3% |
| 3M | +2.2% | +72.2% | -70.0% | -1.3% |
| 6M | +33.9% | +103.1% | -69.3% | +27.1% |
| YTD | -13.7% | +34.8% | -48.5% | -17.0% |
| 1Y | +9.1% | -83.2% | +92.2% | +11.3% |
| All | +47.3% | -58.9% | +106.1% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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