+24.7%
Z vs MDY
+189.9%
-165.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -4.2% | -1.5% | -2.7% | -2.5% |
| 3M | -3.7% | +0.8% | -4.5% | -5.0% |
| 6M | -24.5% | +7.4% | -31.9% | -31.1% |
| YTD | -49.3% | +15.2% | -64.5% | -57.5% |
| 1Y | -58.7% | +16.5% | -75.2% | -65.8% |
| 3Y | -34.1% | +46.8% | -80.9% | -58.0% |
| 5Y | -64.5% | +46.0% | -110.6% | -76.6% |
| 10Y | -0.5% | +172.1% | -172.6% | -66.1% |
| All | +24.7% | +189.9% | -165.2% | -62.6% |
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