+642.2%
MPC vs ZBRA
-38.9%
+681.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +5.4% | +1.8% | +3.7% | +5.1% |
| 30D | +31.0% | -1.7% | +32.7% | +31.3% |
| 3M | +46.0% | +47.8% | -1.7% | +35.3% |
| 6M | +77.3% | +56.7% | +20.6% | +61.7% |
| YTD | +141.9% | +49.4% | +92.5% | +121.6% |
| 1Y | +120.9% | +16.5% | +104.4% | +112.2% |
| 3Y | +182.7% | +31.5% | +151.2% | +158.4% |
| All | +642.2% | -38.9% | +681.1% | +687.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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