+24.7%
Z vs MKTX
+85.9%
-61.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3M | -3.7% | +36.1% | -39.8% | -15.9% |
| 6M | -24.5% | -12.9% | -11.6% | -21.9% |
| YTD | -49.3% | -8.5% | -40.8% | -48.8% |
| 1Y | -58.7% | -7.5% | -51.1% | -58.5% |
| 3Y | -34.1% | -28.3% | -5.8% | -30.4% |
| 5Y | -64.5% | -63.3% | -1.2% | -50.9% |
| 10Y | -0.5% | +4.5% | -5.0% | -8.7% |
| All | +24.7% | +85.9% | -61.2% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling