+6.5%
Z vs MKTX
+88.4%
-81.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.3% |
| 6M | -33.6% | +12.4% | -46.0% | -37.6% |
| YTD | -56.7% | -7.3% | -49.4% | -56.4% |
| 1Y | -59.1% | +1.8% | -61.0% | -60.5% |
| 3Y | -20.4% | -21.2% | +0.8% | -18.7% |
| 5Y | -55.3% | -54.6% | -0.7% | -43.2% |
| 10Y | -14.2% | +21.5% | -35.7% | -26.0% |
| All | +6.5% | +88.4% | -81.9% | -19.7% |
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 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