+3,109.1%
MPC vs ZBRA
+696.7%
+2,412.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.1% |
| 7D | -9.4% | -9.5% | +0.1% | -6.5% |
| 30D | -14.3% | -15.6% | +1.3% | -9.7% |
| 3M | +31.1% | -13.2% | +44.3% | +36.5% |
| 6M | +60.3% | +44.5% | +15.7% | +36.6% |
| YTD | +142.5% | +34.5% | +108.0% | +108.9% |
| 1Y | +104.6% | +25.9% | +78.7% | +80.2% |
| 3Y | +191.7% | +61.3% | +130.4% | +121.7% |
| 5Y | +549.2% | -45.2% | +594.4% | +611.4% |
| 10Y | +1,106.2% | +386.5% | +719.7% | +425.4% |
| All | +3,109.1% | +696.7% | +2,412.4% | +657.8% |
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