+199.8%
MPC vs Z
-18.1%
+217.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.0% | +0.3% |
| 7D | +11.2% | +0.8% | +10.4% | +11.2% |
| 30D | -14.5% | +5.2% | -19.7% | -14.8% |
| 3M | +16.7% | -17.0% | +33.7% | +17.4% |
| 6M | +67.6% | -22.7% | +90.2% | +69.2% |
| YTD | +157.9% | -56.3% | +214.2% | +171.2% |
| 1Y | +116.7% | -57.7% | +174.3% | +128.2% |
| 3Y | +199.8% | -16.5% | +216.3% | +192.6% |
| All | +199.8% | -18.1% | +217.9% | +192.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling