+254.1%
MP vs Z
-53.0%
+307.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.4% | +5.8% |
| 7D | -10.5% | -4.6% | -6.0% | -9.6% |
| 30D | -23.5% | +8.3% | -31.9% | -26.7% |
| 3M | -25.4% | -11.6% | -13.8% | -23.6% |
| 6M | -51.3% | -33.6% | -17.6% | -45.1% |
| YTD | -29.9% | -56.7% | +26.8% | -9.0% |
| 1Y | -31.8% | -59.1% | +27.3% | -9.8% |
| 3Y | +127.0% | -20.4% | +147.4% | +121.3% |
| 5Y | -3.3% | -55.3% | +52.0% | +7.2% |
| All | +254.1% | -53.0% | +307.1% | +310.4% |
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