-17.8%
MP vs ZYBT
-83.2%
+65.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.5% |
| 7D | -4.6% | -2.5% | -2.1% | -4.6% |
| 30D | -7.1% | -1.2% | -5.9% | -7.1% |
| 3M | -4.0% | +76.7% | -80.7% | -4.3% |
| 6M | -16.7% | +103.6% | -120.2% | -19.3% |
| YTD | +1.6% | +38.3% | -36.7% | +1.1% |
| 1Y | -17.8% | -84.7% | +66.9% | -8.2% |
| All | -17.8% | -83.2% | +65.4% | -8.2% |
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