+267.3%
MP vs Z
-53.1%
+320.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | +2.3% | -13.1% | +15.4% | +7.4% |
| 30D | -15.3% | +5.9% | -21.1% | -18.0% |
| 3M | -33.5% | -13.7% | -19.8% | -31.3% |
| 6M | -45.5% | -27.1% | -18.4% | -40.7% |
| YTD | -27.3% | -56.8% | +29.5% | -5.5% |
| 1Y | -40.7% | -60.2% | +19.5% | -20.7% |
| 3Y | +145.9% | -19.7% | +165.6% | +139.0% |
| 5Y | -13.9% | -53.7% | +39.8% | -5.5% |
| All | +267.3% | -53.1% | +320.4% | +326.2% |
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