-58.7%
Z vs MKTX
-8.5%
-50.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | +0.4% | -3.4% | -3.0% |
| 30D | -4.2% | +1.1% | -5.3% | -4.3% |
| 3M | -3.7% | +36.1% | -39.8% | -7.1% |
| 6M | -24.5% | -12.9% | -11.6% | -24.2% |
| YTD | -49.3% | -8.5% | -40.8% | -49.6% |
| 1Y | -58.7% | -7.5% | -51.1% | -57.6% |
| All | -58.7% | -8.5% | -50.2% | -57.6% |
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