+274.5%
MP vs Z
-54.2%
+328.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.2% | +2.8% |
| 7D | +11.0% | -4.9% | +15.9% | +12.9% |
| 30D | -11.7% | +3.0% | -14.7% | -13.7% |
| 3M | -30.8% | -13.4% | -17.4% | -28.6% |
| 6M | -42.9% | -27.3% | -15.6% | -37.9% |
| YTD | -25.9% | -57.8% | +31.9% | -2.9% |
| 1Y | -37.3% | -60.0% | +22.7% | -16.4% |
| 3Y | +150.7% | -21.5% | +172.2% | +145.6% |
| 5Y | -19.3% | -55.0% | +35.7% | -10.6% |
| All | +274.5% | -54.2% | +328.7% | +338.0% |
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