+177.5%
MCD vs ZBRA
+425.5%
-248.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -2.5% | -3.8% | +1.2% | -2.0% |
| 30D | -7.0% | -10.2% | +3.2% | -5.6% |
| 3M | -9.8% | +58.7% | -68.5% | -16.4% |
| 6M | -21.8% | +61.9% | -83.7% | -28.0% |
| YTD | -15.6% | +41.7% | -57.3% | -21.0% |
| 1Y | -15.2% | +12.4% | -27.5% | -18.0% |
| 3Y | -2.6% | +34.2% | -36.8% | -11.4% |
| 5Y | +18.9% | -40.8% | +59.6% | +24.6% |
| All | +177.5% | +425.5% | -248.0% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling