-3.9%
MCD vs ZBRA
+25.3%
-29.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.5% |
| 7D | +11.9% | -13.6% | +25.4% | +12.8% |
| 30D | +20.2% | -11.5% | +31.8% | +21.0% |
| 3M | +5.2% | -9.9% | +15.0% | +5.6% |
| 6M | 0.0% | +48.6% | -48.6% | -3.7% |
| YTD | -6.5% | +36.9% | -43.4% | -10.0% |
| 1Y | -3.9% | +27.7% | -31.6% | -6.7% |
| All | -3.9% | +25.3% | -29.2% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling