+1,106.2%
MPC vs Z
-11.7%
+1,117.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.8% | +4.0% |
| 7D | -9.4% | -5.2% | -4.2% | -8.9% |
| 30D | -14.3% | +5.7% | -20.0% | -15.6% |
| 3M | +31.1% | -8.7% | +39.8% | +31.8% |
| 6M | +60.3% | -26.0% | +86.2% | +66.0% |
| YTD | +142.5% | -55.0% | +197.6% | +170.9% |
| 1Y | +104.6% | -58.0% | +162.6% | +130.9% |
| 3Y | +191.7% | -15.2% | +206.9% | +176.8% |
| 5Y | +549.2% | -53.8% | +603.0% | +558.7% |
| 10Y | +1,106.2% | -14.5% | +1,120.7% | +771.3% |
| All | +1,106.2% | -11.7% | +1,117.9% | +771.3% |
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