-16.9%
Z vs MDY
+173.8%
-190.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.7% |
| 7D | -13.1% | +0.2% | -13.3% | -13.0% |
| 30D | +5.9% | +2.1% | +3.7% | +3.6% |
| 3M | -13.7% | -3.6% | -10.0% | -9.3% |
| 6M | -27.1% | +1.7% | -28.8% | -28.6% |
| YTD | -56.8% | +13.8% | -70.6% | -63.2% |
| 1Y | -60.2% | +15.5% | -75.7% | -66.7% |
| 3Y | -19.7% | +58.3% | -78.0% | -53.4% |
| 5Y | -53.7% | +37.4% | -91.1% | -67.2% |
| 10Y | -16.9% | +171.0% | -187.8% | -74.1% |
| All | -16.9% | +173.8% | -190.7% | -74.1% |
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