-23.3%
MKTX vs ZYBT
-58.9%
+35.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | -0.1% |
| 7D | -0.2% | -3.7% | +3.5% | -0.2% |
| 30D | +0.7% | 0.0% | +0.7% | +0.7% |
| 3M | +40.8% | +72.2% | -31.4% | +39.4% |
| 6M | -8.0% | +103.1% | -111.1% | -8.6% |
| YTD | -8.7% | +34.8% | -43.5% | -9.5% |
| 1Y | -11.8% | -83.2% | +71.3% | -12.9% |
| All | -23.3% | -58.9% | +35.5% | -24.1% |
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