+23.4%
MCD vs ZBRA
-44.1%
+67.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.8% |
| 7D | -1.9% | -1.5% | -0.4% | -1.8% |
| 30D | +16.6% | -15.6% | +32.2% | +18.1% |
| 3M | +0.9% | -14.5% | +15.5% | +2.1% |
| 6M | +1.5% | +50.9% | -49.5% | -2.7% |
| YTD | -8.3% | +34.8% | -43.2% | -11.4% |
| 1Y | -8.1% | +28.3% | -36.5% | -10.9% |
| 3Y | +10.3% | +58.8% | -48.5% | +1.3% |
| 5Y | +23.4% | -44.0% | +67.5% | +35.7% |
| All | +23.4% | -44.1% | +67.5% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling