-53.8%
Z vs MTB
+67.9%
-121.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +2.7% |
| 7D | -5.2% | -0.8% | -4.4% | -4.7% |
| 30D | +5.7% | +2.4% | +3.3% | +4.9% |
| 3M | -8.7% | -10.5% | +1.7% | -3.9% |
| 6M | -26.0% | +6.4% | -32.4% | -27.8% |
| YTD | -55.0% | +12.8% | -67.9% | -57.3% |
| 1Y | -58.0% | +23.3% | -81.3% | -61.6% |
| 3Y | -15.2% | +108.2% | -123.4% | -39.6% |
| 5Y | -53.8% | +68.6% | -122.4% | -62.0% |
| All | -53.8% | +67.9% | -121.7% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling