+6.5%
Z vs MDY
+176.4%
-169.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.1% | -3.2% |
| 7D | -4.6% | -1.7% | -2.9% | -2.3% |
| 30D | +8.3% | -0.9% | +9.2% | +10.0% |
| 3M | -11.6% | -5.7% | -5.9% | -4.7% |
| 6M | -33.6% | -2.9% | -30.7% | -31.3% |
| YTD | -56.7% | +9.8% | -66.5% | -61.4% |
| 1Y | -59.1% | +13.5% | -72.6% | -64.9% |
| 3Y | -20.4% | +51.9% | -72.3% | -51.0% |
| 5Y | -55.3% | +32.0% | -87.3% | -66.5% |
| 10Y | -14.2% | +176.5% | -190.7% | -70.9% |
| All | +6.5% | +176.4% | -169.9% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling