-16.1%
MCD vs ZBRA
+12.3%
-28.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.9% | +0.2% |
| 7D | -2.0% | +2.6% | -4.6% | -2.2% |
| 30D | -6.1% | -6.4% | +0.2% | -5.8% |
| 3M | -7.3% | +51.3% | -58.5% | -9.9% |
| 6M | -20.9% | +60.5% | -81.4% | -23.7% |
| YTD | -14.7% | +45.2% | -59.8% | -17.2% |
| 1Y | -16.1% | +12.3% | -28.5% | -18.1% |
| All | -16.1% | +12.3% | -28.4% | -18.1% |
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