+45.7%
MDB vs ZYBT
-58.4%
+104.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -4.5% | -3.7% | -0.9% | -4.5% |
| 30D | -14.0% | -12.8% | -1.2% | -13.9% |
| 3M | +5.3% | +76.2% | -70.9% | +1.6% |
| 6M | +31.9% | +109.3% | -77.4% | +25.1% |
| YTD | -14.6% | +36.5% | -51.1% | -17.9% |
| 1Y | +8.2% | -84.0% | +92.3% | +10.7% |
| All | +45.7% | -58.4% | +104.1% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling