-41.2%
MP vs Z
-58.2%
+17.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.8% | +2.8% | +6.0% |
| 7D | -1.6% | -5.2% | +3.6% | -0.8% |
| 30D | -18.2% | +5.7% | -23.9% | -19.3% |
| 3M | -26.1% | -8.7% | -17.4% | -25.8% |
| 6M | -44.0% | -26.0% | -18.0% | -40.3% |
| YTD | -25.3% | -55.0% | +29.8% | -16.5% |
| All | -41.2% | -58.2% | +17.1% | -32.7% |
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