+9.2%
Z vs MTB
+129.8%
-120.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.2% | -8.5% | -9.9% |
| 7D | -2.3% | -1.9% | -0.3% | -1.5% |
| 30D | +9.4% | +0.5% | +8.9% | +9.4% |
| 3M | -16.1% | -12.2% | -3.9% | -12.0% |
| 6M | -30.4% | +3.4% | -33.8% | -31.1% |
| YTD | -55.6% | +11.3% | -66.9% | -57.2% |
| 1Y | -58.5% | +23.3% | -81.8% | -61.3% |
| 3Y | -19.6% | +96.8% | -116.4% | -36.5% |
| 5Y | -54.1% | +65.8% | -120.0% | -62.3% |
| 10Y | -12.1% | +140.0% | -152.1% | -42.9% |
| All | +9.2% | +129.8% | -120.6% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling