-32.6%
MP vs Z
-58.2%
+25.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +3.0% |
| 7D | +9.5% | +0.8% | +8.6% | +9.3% |
| 30D | -3.0% | +5.2% | -8.2% | -4.2% |
| 3M | -30.4% | -17.0% | -13.3% | -28.9% |
| 6M | -39.2% | -22.7% | -16.5% | -36.1% |
| YTD | -23.3% | -56.3% | +33.0% | -14.6% |
| 1Y | -32.6% | -57.7% | +25.0% | -23.0% |
| All | -32.6% | -58.2% | +25.6% | -23.0% |
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 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