+259.1%
MP vs Z
-46.1%
+305.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +9.4% | -14.5% | -8.4% |
| 7D | -12.5% | +10.2% | -22.7% | -15.9% |
| 30D | -23.3% | +23.7% | -47.0% | -29.7% |
| 3M | -24.4% | -6.6% | -17.8% | -23.9% |
| 6M | -45.8% | -23.0% | -22.7% | -41.9% |
| YTD | -28.9% | -50.3% | +21.4% | -11.9% |
| 1Y | -34.6% | -53.6% | +19.0% | -17.0% |
| 3Y | +118.7% | -10.1% | +128.8% | +104.7% |
| 5Y | -3.1% | -49.8% | +46.7% | +3.1% |
| All | +259.1% | -46.1% | +305.2% | +297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling