-58.0%
Z vs MDY
+14.9%
-72.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +0.4% |
| 7D | -5.2% | +0.7% | -5.8% | -5.4% |
| 30D | +5.7% | +1.3% | +4.4% | +4.7% |
| 3M | -8.7% | -4.1% | -4.7% | -5.2% |
| 6M | -26.0% | +1.0% | -27.0% | -27.0% |
| YTD | -55.0% | +13.3% | -68.4% | -60.8% |
| All | -58.0% | +14.9% | -72.9% | -64.2% |
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