+380.3%
MCO vs ZBRA
+435.2%
-55.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.0% |
| 7D | -3.8% | -3.4% | -0.4% | -2.7% |
| 30D | -0.4% | -7.4% | +7.0% | +2.0% |
| 3M | +7.7% | +57.5% | -49.8% | -9.3% |
| 6M | +7.0% | +64.0% | -57.0% | -12.1% |
| YTD | -6.4% | +44.3% | -50.7% | -20.2% |
| 1Y | -7.6% | +10.9% | -18.5% | -14.3% |
| 3Y | +43.2% | +37.5% | +5.7% | +16.9% |
| 5Y | +29.6% | -39.7% | +69.2% | +38.8% |
| All | +380.3% | +435.2% | -55.0% | +176.7% |
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