-58.7%
Z vs MDY
+17.9%
-76.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -4.2% | -1.5% | -2.7% | -3.0% |
| 3M | -3.7% | +0.8% | -4.5% | -4.7% |
| 6M | -24.5% | +7.4% | -31.9% | -30.2% |
| YTD | -49.3% | +15.2% | -64.5% | -56.5% |
| 1Y | -58.7% | +16.5% | -75.2% | -65.2% |
| All | -58.7% | +17.9% | -76.6% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling