-56.3%
Z vs MDY
+31.3%
-87.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.1% | -3.3% |
| 7D | -4.6% | -1.7% | -2.9% | -1.9% |
| 30D | +8.3% | -0.9% | +9.2% | +10.2% |
| 3M | -11.6% | -5.7% | -5.9% | -3.8% |
| 6M | -33.6% | -2.9% | -30.7% | -31.0% |
| YTD | -56.7% | +9.8% | -66.5% | -62.2% |
| 1Y | -59.1% | +13.5% | -72.6% | -65.9% |
| 3Y | -20.4% | +51.9% | -72.3% | -56.4% |
| All | -56.3% | +31.3% | -87.7% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling