-53.6%
Z vs MKTX
+5.4%
-59.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.5% | +9.4% |
| 7D | +10.2% | +0.5% | +9.7% | +10.2% |
| 30D | +23.7% | +1.0% | +22.7% | +23.6% |
| 3M | -6.6% | +2.5% | -9.1% | -6.6% |
| 6M | -23.0% | +8.0% | -31.0% | -26.3% |
| YTD | -50.3% | -7.3% | -43.0% | -53.3% |
| 1Y | -53.6% | +4.7% | -58.2% | -56.9% |
| All | -53.6% | +5.4% | -59.0% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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