+3,106.3%
MPC vs ZBRA
+683.7%
+2,422.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -8.8% | -2.5% | -6.4% | -8.1% |
| 30D | -14.4% | -17.0% | +2.6% | -9.2% |
| 3M | +21.9% | -15.0% | +36.9% | +27.8% |
| 6M | +60.1% | +42.2% | +17.9% | +37.2% |
| YTD | +142.3% | +32.4% | +110.0% | +109.8% |
| 1Y | +101.7% | +23.3% | +78.4% | +78.9% |
| 3Y | +184.8% | +55.9% | +128.9% | +119.1% |
| 5Y | +564.6% | -44.8% | +609.4% | +624.5% |
| 10Y | +1,098.3% | +371.4% | +727.0% | +427.9% |
| All | +3,106.3% | +683.7% | +2,422.7% | +661.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling