+180.6%
MPC vs Z
-33.7%
+214.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | +5.4% | -3.0% | +8.4% | +5.6% |
| 30D | +31.0% | -4.2% | +35.2% | +31.1% |
| 3M | +46.0% | -3.7% | +49.7% | +46.1% |
| 6M | +77.3% | -24.5% | +101.8% | +79.5% |
| YTD | +141.9% | -49.3% | +191.2% | +151.7% |
| 1Y | +120.9% | -58.7% | +179.6% | +133.7% |
| All | +180.6% | -33.7% | +214.4% | +197.0% |
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 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