-60.3%
Z vs MKC
-25.6%
-34.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -5.1% |
| 7D | -6.5% | -2.4% | -4.0% | -5.9% |
| 30D | -0.1% | +5.4% | -5.5% | +0.3% |
| 3M | -14.1% | -11.1% | -3.0% | -14.1% |
| 6M | -30.1% | -1.4% | -28.7% | -28.8% |
| YTD | -57.5% | -29.4% | -28.1% | -63.2% |
| 1Y | -60.3% | -24.7% | -35.6% | -65.5% |
| All | -60.3% | -25.6% | -34.8% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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