+6,923.6%
MCK vs ZBRA
+3,769.1%
+3,154.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +12.1% | +57.5% | -45.4% | +4.6% |
| 6M | -5.4% | +64.0% | -69.4% | -12.6% |
| YTD | +7.8% | +44.3% | -36.5% | +0.9% |
| 1Y | +22.9% | +10.9% | +12.1% | +19.1% |
| 3Y | +110.7% | +37.5% | +73.2% | +91.9% |
| 5Y | +346.2% | -39.7% | +385.8% | +351.3% |
| 10Y | +440.1% | +429.9% | +10.2% | +279.7% |
| All | +6,923.6% | +3,769.1% | +3,154.5% | +3,627.4% |
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