+1,098.3%
MPC vs Z
-19.5%
+1,117.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.8% |
| 7D | -8.8% | -6.5% | -2.4% | -8.1% |
| 30D | -14.4% | -0.1% | -14.3% | -14.9% |
| 3M | +21.9% | -14.1% | +36.1% | +23.7% |
| 6M | +60.1% | -30.1% | +90.2% | +67.3% |
| YTD | +142.3% | -57.5% | +199.8% | +173.1% |
| 1Y | +101.7% | -60.3% | +162.0% | +129.7% |
| 3Y | +184.8% | -21.0% | +205.8% | +173.4% |
| 5Y | +564.6% | -54.9% | +619.5% | +574.9% |
| 10Y | +1,098.3% | -16.0% | +1,114.4% | +777.8% |
| All | +1,098.3% | -19.5% | +1,117.8% | +777.8% |
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