+7,173.7%
MCO vs ZBRA
+3,920.9%
+3,252.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -7.3% | -3.8% | -3.6% | -6.4% |
| 30D | -1.7% | -10.2% | +8.5% | +0.9% |
| 3M | +3.9% | +58.7% | -54.8% | -8.7% |
| 6M | +3.8% | +61.9% | -58.1% | -9.9% |
| YTD | -7.9% | +41.7% | -49.6% | -17.7% |
| 1Y | -6.8% | +12.4% | -19.2% | -12.3% |
| 3Y | +40.9% | +34.2% | +6.8% | +23.5% |
| 5Y | +27.5% | -40.8% | +68.2% | +33.7% |
| 10Y | +381.4% | +420.3% | -38.9% | +196.1% |
| All | +7,173.7% | +3,920.9% | +3,252.8% | +3,071.7% |
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 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