+1,171.8%
MPC vs Z
-16.5%
+1,188.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.0% | -0.1% |
| 7D | +11.2% | +0.8% | +10.4% | +11.1% |
| 30D | -14.5% | +5.2% | -19.7% | -15.7% |
| 3M | +16.7% | -17.0% | +33.7% | +19.1% |
| 6M | +67.6% | -22.7% | +90.2% | +72.2% |
| YTD | +157.9% | -56.3% | +214.2% | +189.4% |
| 1Y | +116.7% | -57.7% | +174.3% | +143.9% |
| 3Y | +199.8% | -16.5% | +216.3% | +184.9% |
| 5Y | +604.4% | -53.4% | +657.8% | +611.2% |
| All | +1,171.8% | -16.5% | +1,188.2% | +822.0% |
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