-64.8%
Z vs MKTX
-63.2%
-1.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -4.2% | +1.1% | -5.3% | -4.5% |
| 3M | -3.7% | +36.1% | -39.8% | -14.4% |
| 6M | -24.5% | -12.9% | -11.6% | -21.3% |
| YTD | -49.3% | -8.5% | -40.8% | -48.3% |
| 1Y | -58.7% | -7.5% | -51.1% | -58.1% |
| 3Y | -34.1% | -28.3% | -5.8% | -30.2% |
| All | -64.8% | -63.2% | -1.7% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling