+277.5%
MP vs Z
-51.2%
+328.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.8% | +2.8% | +5.3% |
| 7D | -1.6% | -5.2% | +3.6% | -0.2% |
| 30D | -18.2% | +5.7% | -23.9% | -20.7% |
| 3M | -26.1% | -8.7% | -17.4% | -25.1% |
| 6M | -44.0% | -26.0% | -18.0% | -39.4% |
| YTD | -25.3% | -55.0% | +29.8% | -4.2% |
| 1Y | -35.6% | -58.0% | +22.4% | -15.5% |
| 3Y | +147.1% | -15.2% | +162.2% | +135.5% |
| 5Y | -11.3% | -53.8% | +42.6% | -2.8% |
| All | +277.5% | -51.2% | +328.7% | +332.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling