+165.0%
MP vs ZYBT
-57.3%
+222.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | -2.9% | -6.9% | +4.1% | -2.8% |
| 30D | +13.8% | -31.8% | +45.6% | +14.0% |
| 3M | -16.7% | +94.0% | -110.7% | -18.7% |
| 6M | -11.5% | +99.0% | -110.5% | -15.7% |
| YTD | +7.9% | +40.0% | -32.1% | +5.3% |
| 1Y | -15.0% | -79.5% | +64.5% | -6.9% |
| All | +165.0% | -57.3% | +222.3% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling