-14.5%
Z vs MDY
+180.7%
-195.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | 0.0% |
| 7D | -5.2% | +0.7% | -5.8% | -5.6% |
| 30D | +5.7% | +1.3% | +4.4% | +4.5% |
| 3M | -8.7% | -4.1% | -4.7% | -3.6% |
| 6M | -26.0% | +1.0% | -27.0% | -26.9% |
| YTD | -55.0% | +13.3% | -68.4% | -61.5% |
| 1Y | -58.0% | +15.7% | -73.7% | -64.9% |
| 3Y | -15.2% | +59.6% | -74.7% | -51.2% |
| 5Y | -53.8% | +36.3% | -90.1% | -66.9% |
| 10Y | -14.5% | +173.6% | -188.2% | -74.5% |
| All | -14.5% | +180.7% | -195.3% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling