-51.4%
MOD vs ZYBT
+51.5%
-102.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.9% | +27.9% |
| 7D | +40.4% | 0.0% | +40.4% | +40.4% |
| 30D | -14.0% | -2.0% | -12.0% | -14.0% |
| 3M | -33.3% | -2.0% | -31.4% | -33.3% |
| 6M | -51.4% | +56.4% | -107.8% | -50.9% |
| All | -51.4% | +51.5% | -102.9% | -50.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling