-18.4%
Z vs MTB
+97.1%
-115.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.2% | -8.5% | -9.5% |
| 7D | -2.3% | -1.9% | -0.3% | -1.0% |
| 30D | +9.4% | +0.5% | +8.9% | +9.5% |
| 3M | -16.1% | -12.2% | -3.9% | -10.2% |
| 6M | -30.4% | +3.4% | -33.8% | -31.3% |
| YTD | -55.6% | +11.3% | -66.9% | -57.9% |
| 1Y | -58.5% | +23.3% | -81.8% | -62.6% |
| All | -18.4% | +97.1% | -115.4% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling