+1,135.3%
MPC vs Z
-14.8%
+1,150.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.1% |
| 7D | +2.6% | -13.1% | +15.7% | +4.9% |
| 30D | -12.2% | +5.9% | -18.1% | -13.5% |
| 3M | +20.1% | -13.7% | +33.8% | +21.7% |
| 6M | +60.6% | -27.1% | +87.7% | +66.7% |
| YTD | +150.6% | -56.8% | +207.4% | +181.7% |
| 1Y | +104.7% | -60.2% | +164.9% | +133.0% |
| 3Y | +194.5% | -19.7% | +214.2% | +182.0% |
| 5Y | +582.3% | -53.7% | +636.0% | +589.4% |
| 10Y | +1,135.3% | -16.9% | +1,152.1% | +796.5% |
| All | +1,135.3% | -14.8% | +1,150.0% | +796.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling