+3.0%
MCHP vs ZBRA
-40.4%
+43.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +2.6% |
| 7D | 0.0% | -3.4% | +3.5% | +2.1% |
| 30D | -6.0% | -7.4% | +1.4% | -1.8% |
| 3M | -19.7% | +57.5% | -77.2% | -40.2% |
| 6M | +14.0% | +64.0% | -49.9% | -18.2% |
| YTD | +18.4% | +44.3% | -25.9% | -9.9% |
| 1Y | +17.1% | +10.9% | +6.2% | +5.0% |
| 3Y | +0.7% | +37.5% | -36.8% | -23.3% |
| All | +3.0% | -40.4% | +43.4% | +40.7% |
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