-18.5%
Z vs MKTX
+12.8%
-31.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | -4.9% | +0.2% | -5.2% | -5.0% |
| 30D | +3.0% | +0.9% | +2.1% | +2.6% |
| 3M | -13.4% | +2.5% | -16.0% | -14.2% |
| 6M | -27.3% | +18.6% | -45.9% | -33.0% |
| YTD | -57.8% | -7.1% | -50.7% | -57.5% |
| 1Y | -60.0% | -0.3% | -59.7% | -61.0% |
| 3Y | -21.5% | -22.3% | +0.8% | -19.3% |
| 5Y | -55.0% | -54.5% | -0.4% | -42.7% |
| All | -18.5% | +12.8% | -31.2% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling