+3,109.1%
MPC vs ZBH
+104.4%
+3,004.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.3% |
| 7D | -9.4% | +11.3% | -20.7% | -15.0% |
| 30D | -14.3% | +21.5% | -35.8% | -23.4% |
| 3M | +31.1% | +12.5% | +18.6% | +21.5% |
| 6M | +60.3% | +32.3% | +28.0% | +34.8% |
| YTD | +142.5% | +21.4% | +121.1% | +110.6% |
| 1Y | +104.6% | +23.7% | +80.9% | +75.5% |
| 3Y | +191.7% | +7.0% | +184.7% | +157.2% |
| 5Y | +549.2% | -13.2% | +562.4% | +525.0% |
| 10Y | +1,106.2% | +19.3% | +1,086.9% | +839.4% |
| All | +3,109.1% | +104.4% | +3,004.7% | +1,531.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 all: compounded portfolio wealth divided by compounded ZBH 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…
all analysis · Full analysis span regression · 6 months rolling