-23.0%
Z vs M
+33.2%
-56.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.6% | +1.8% | +6.3% |
| 7D | +10.2% | +8.3% | +1.9% | +6.8% |
| 30D | +23.7% | +14.2% | +9.5% | +18.1% |
| 3M | -6.6% | -1.1% | -5.5% | -9.6% |
| 6M | -23.0% | +36.6% | -59.6% | -27.5% |
| All | -23.0% | +33.2% | -56.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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