+427.0%
MCK vs ZBRA
+435.2%
-8.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.8% | -0.2% |
| 7D | -2.9% | -3.4% | +0.5% | -2.5% |
| 30D | +0.4% | -7.4% | +7.8% | +1.3% |
| 3M | +12.1% | +57.5% | -45.4% | +5.2% |
| 6M | -5.4% | +64.0% | -69.4% | -12.1% |
| YTD | +7.8% | +44.3% | -36.5% | +1.5% |
| 1Y | +22.9% | +10.9% | +12.1% | +19.8% |
| 3Y | +110.7% | +37.5% | +73.2% | +91.0% |
| 5Y | +346.2% | -39.7% | +385.8% | +379.6% |
| All | +427.0% | +435.2% | -8.2% | +218.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling