-60.3%
Z vs MKTX
-1.2%
-59.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.5% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | -0.1% | +0.3% | -0.4% | -0.1% |
| 3M | -14.1% | +2.1% | -16.2% | -14.2% |
| 6M | -30.1% | +13.1% | -43.1% | -32.8% |
| YTD | -57.5% | -7.6% | -49.9% | -60.1% |
| 1Y | -60.3% | -0.5% | -59.8% | -63.3% |
| All | -60.3% | -1.2% | -59.1% | -63.3% |
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