+534.5%
MPC vs Z
-55.4%
+589.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.1% |
| 7D | -16.2% | -4.6% | -11.6% | -16.0% |
| 30D | -15.7% | +8.3% | -24.0% | -16.4% |
| 3M | +24.9% | -11.6% | +36.5% | +25.4% |
| 6M | +52.7% | -33.6% | +86.3% | +56.4% |
| YTD | +131.9% | -56.7% | +188.5% | +145.3% |
| 1Y | +96.6% | -59.1% | +155.8% | +109.0% |
| 3Y | +163.8% | -20.4% | +184.2% | +160.6% |
| All | +534.5% | -55.4% | +589.9% | +524.3% |
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 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