-15.6%
Z vs MDY
+165.3%
-181.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +0.8% | +2.3% | -1.4% | -1.8% |
| 30D | +5.2% | +2.0% | +3.2% | +3.2% |
| 3M | -17.0% | -5.6% | -11.4% | -10.6% |
| 6M | -22.7% | +1.3% | -23.9% | -23.9% |
| YTD | -56.3% | +12.3% | -68.6% | -62.1% |
| 1Y | -57.7% | +15.8% | -73.4% | -64.6% |
| 3Y | -16.5% | +56.5% | -73.0% | -50.9% |
| 5Y | -53.4% | +35.1% | -88.5% | -66.3% |
| All | -15.6% | +165.3% | -181.0% | -73.7% |
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