+2,968.0%
MPC vs ZBH
+99.2%
+2,868.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -16.2% | +11.7% | -27.9% | -21.6% |
| 30D | -15.7% | +19.3% | -35.0% | -24.0% |
| 3M | +24.9% | +8.9% | +16.0% | +17.6% |
| 6M | +52.7% | +28.2% | +24.5% | +30.3% |
| YTD | +131.9% | +18.4% | +113.5% | +103.8% |
| 1Y | +96.6% | +20.6% | +76.1% | +70.8% |
| 3Y | +163.8% | -0.6% | +164.4% | +142.6% |
| 5Y | +533.1% | -19.7% | +552.9% | +538.4% |
| 10Y | +1,118.6% | +14.7% | +1,103.9% | +868.3% |
| All | +2,968.0% | +99.2% | +2,868.8% | +1,478.4% |
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