+6,393.9%
MCD vs ZBRA
+9,227.6%
-2,833.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.7% |
| 7D | -2.8% | +1.8% | -4.6% | -3.0% |
| 30D | -6.0% | -1.7% | -4.3% | -5.9% |
| 3M | -5.6% | +47.8% | -53.3% | -10.1% |
| 6M | -21.9% | +56.7% | -78.6% | -26.2% |
| YTD | -14.7% | +49.4% | -64.1% | -19.2% |
| 1Y | -17.3% | +16.5% | -33.8% | -19.7% |
| 3Y | -2.2% | +31.5% | -33.6% | -8.0% |
| 5Y | +20.3% | -38.6% | +58.9% | +21.4% |
| 10Y | +180.7% | +421.0% | -240.3% | +120.6% |
| All | +6,393.9% | +9,227.6% | -2,833.7% | +3,635.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling