-34.6%
MP vs Z
-54.2%
+19.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +9.4% | -14.5% | -6.4% |
| 7D | -12.5% | +10.2% | -22.7% | -13.9% |
| 30D | -23.3% | +23.7% | -47.0% | -26.3% |
| 3M | -24.4% | -6.6% | -17.8% | -24.1% |
| 6M | -45.8% | -23.0% | -22.7% | -41.8% |
| YTD | -28.9% | -50.3% | +21.4% | -19.5% |
| 1Y | -34.6% | -53.6% | +19.0% | -23.8% |
| All | -34.6% | -54.2% | +19.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling