-5.6%
MDB vs ZBRA
+34.1%
-39.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.6% | -2.2% |
| 7D | -18.0% | +2.6% | -20.6% | -19.0% |
| 30D | -10.7% | -6.4% | -4.4% | -8.2% |
| 3M | +1.0% | +51.3% | -50.3% | -17.9% |
| 6M | +31.6% | +60.5% | -28.9% | +3.2% |
| YTD | -15.2% | +45.2% | -60.4% | -30.8% |
| 1Y | +10.1% | +12.3% | -2.2% | +1.6% |
| 3Y | -5.6% | +37.5% | -43.2% | -23.3% |
| All | -5.6% | +34.1% | -39.7% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling