-16.9%
Z vs MTB
+119.7%
-136.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -13.1% | -2.0% | -11.1% | -12.4% |
| 30D | +5.9% | +0.1% | +5.7% | +6.1% |
| 3M | -13.7% | -12.1% | -1.6% | -9.6% |
| 6M | -27.1% | +7.3% | -34.4% | -28.7% |
| YTD | -56.8% | +11.5% | -68.3% | -58.3% |
| 1Y | -60.2% | +21.3% | -81.5% | -62.7% |
| 3Y | -19.7% | +104.1% | -123.8% | -37.0% |
| 5Y | -53.7% | +61.8% | -115.5% | -61.5% |
| 10Y | -16.9% | +115.4% | -132.3% | -40.8% |
| All | -16.9% | +119.7% | -136.6% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling