+20.4%
MCD vs ZBRA
-39.4%
+59.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.9% | +0.3% |
| 7D | -2.0% | +2.6% | -4.6% | -2.2% |
| 30D | -6.1% | -6.4% | +0.2% | -5.6% |
| 3M | -7.3% | +51.3% | -58.5% | -10.8% |
| 6M | -20.9% | +60.5% | -81.4% | -24.5% |
| YTD | -14.7% | +45.2% | -59.8% | -18.0% |
| 1Y | -16.1% | +12.3% | -28.5% | -17.7% |
| 3Y | -1.5% | +37.5% | -39.0% | -7.4% |
| 5Y | +20.4% | -39.2% | +59.6% | +33.3% |
| All | +20.4% | -39.4% | +59.9% | +33.3% |
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