+540.9%
MPC vs Z
-54.8%
+595.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -10.6% | +6.7% | -3.2% |
| 7D | -12.8% | -2.3% | -10.5% | -12.7% |
| 30D | -12.7% | +9.4% | -22.1% | -13.4% |
| 3M | +27.1% | -16.1% | +43.2% | +28.1% |
| 6M | +45.8% | -30.4% | +76.2% | +48.8% |
| YTD | +134.7% | -55.6% | +190.3% | +147.9% |
| 1Y | +106.0% | -58.5% | +164.6% | +118.8% |
| 3Y | +165.5% | -19.6% | +185.1% | +162.3% |
| 5Y | +540.9% | -54.1% | +595.0% | +526.9% |
| All | +540.9% | -54.8% | +595.7% | +526.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling