-30.4%
Z vs MTB
+3.9%
-34.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.2% | -8.5% | -8.6% |
| 7D | -2.3% | -1.9% | -0.3% | -0.2% |
| 30D | +9.4% | +0.5% | +8.9% | +9.7% |
| 3M | -16.1% | -12.2% | -3.9% | -9.6% |
| 6M | -30.4% | +3.4% | -33.8% | -30.3% |
| All | -30.4% | +3.9% | -34.3% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling