+27.9%
MMM vs ZYBT
-58.4%
+86.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.9% |
| 7D | -2.6% | -3.7% | +1.1% | -2.6% |
| 30D | -9.3% | -12.8% | +3.5% | -9.3% |
| 3M | +5.6% | +76.2% | -70.6% | +5.6% |
| 6M | +9.5% | +109.3% | -99.9% | +8.5% |
| YTD | +4.1% | +36.5% | -32.4% | +4.0% |
| 1Y | +9.4% | -84.0% | +93.4% | +13.9% |
| All | +27.9% | -58.4% | +86.3% | +24.5% |
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