+117.2%
MPC vs ZYBT
-42.3%
+159.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.2% | -10.3% | -8.1% |
| 7D | -10.9% | -3.5% | -7.4% | -10.9% |
| 30D | -9.4% | +15.1% | -24.5% | -9.4% |
| 3M | +26.0% | +7.0% | +18.9% | +26.0% |
| 6M | +56.5% | +37.7% | +18.8% | +55.7% |
| YTD | +144.3% | +19.1% | +125.1% | +142.7% |
| 1Y | +117.2% | -38.3% | +155.5% | +121.7% |
| All | +117.2% | -42.3% | +159.6% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling