-34.6%
MP vs ZYBT
-42.3%
+7.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.2% | -7.3% | -5.1% |
| 7D | -12.5% | -3.5% | -9.0% | -12.5% |
| 30D | -23.3% | +15.1% | -38.5% | -23.4% |
| 3M | -24.4% | +7.0% | -31.4% | -24.4% |
| 6M | -45.8% | +37.7% | -83.4% | -45.5% |
| YTD | -28.9% | +19.1% | -48.0% | -27.4% |
| 1Y | -34.6% | -38.3% | +3.7% | -31.2% |
| All | -34.6% | -42.3% | +7.7% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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