-21.0%
Z vs MDY
+58.3%
-79.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.1% |
| 7D | -6.5% | 0.0% | -6.5% | -6.1% |
| 30D | -0.1% | +1.0% | -1.1% | -0.9% |
| 3M | -14.1% | -4.1% | -10.0% | -9.2% |
| 6M | -30.1% | +0.6% | -30.7% | -30.7% |
| YTD | -57.5% | +12.9% | -70.5% | -63.8% |
| 1Y | -60.3% | +14.6% | -74.9% | -66.8% |
| 3Y | -21.0% | +57.1% | -78.1% | -62.9% |
| All | -21.0% | +58.3% | -79.3% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling