-56.3%
Z vs MKTX
-54.9%
-1.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -4.6% | +0.2% | -4.7% | -4.6% |
| 30D | +8.3% | +0.9% | +7.5% | +8.0% |
| 3M | -11.6% | +2.3% | -13.9% | -12.2% |
| 6M | -33.6% | +12.4% | -46.0% | -36.8% |
| YTD | -56.7% | -7.3% | -49.4% | -56.0% |
| 1Y | -59.1% | +1.8% | -61.0% | -60.1% |
| 3Y | -20.4% | -21.2% | +0.8% | -19.1% |
| All | -56.3% | -54.9% | -1.5% | -38.7% |
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