+163.8%
MP vs ZYBT
-58.4%
+222.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.9% |
| 7D | -0.7% | -3.7% | +2.9% | -0.7% |
| 30D | -0.7% | -12.8% | +12.1% | -0.6% |
| 3M | 0.0% | +76.2% | -76.2% | -1.9% |
| 6M | -10.0% | +109.3% | -119.3% | -14.7% |
| YTD | +7.5% | +36.5% | -29.0% | +4.9% |
| 1Y | -14.0% | -84.0% | +70.0% | -4.0% |
| All | +163.8% | -58.4% | +222.2% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling