+82.0%
MP vs ZYBT
-60.2%
+142.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.0% |
| 7D | +11.0% | +8.7% | +2.3% | +11.0% |
| 30D | -11.7% | +1.4% | -13.1% | -11.7% |
| 3M | -30.8% | -3.2% | -27.6% | -30.8% |
| 6M | -42.9% | +48.5% | -91.4% | -43.5% |
| YTD | -25.9% | +30.4% | -56.3% | -27.7% |
| 1Y | -37.3% | -30.6% | -6.7% | -35.8% |
| All | +82.0% | -60.2% | +142.2% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling