+117.2%
MPC vs Z
-54.2%
+171.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +9.4% | -17.5% | -7.3% |
| 7D | -10.9% | +10.2% | -21.1% | -10.0% |
| 30D | -9.4% | +23.7% | -33.1% | -7.8% |
| 3M | +26.0% | -6.6% | +32.5% | +25.7% |
| 6M | +56.5% | -23.0% | +79.5% | +53.8% |
| YTD | +144.3% | -50.3% | +194.6% | +132.1% |
| 1Y | +117.2% | -53.6% | +170.8% | +107.1% |
| All | +117.2% | -54.2% | +171.4% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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