-10.5%
MDB vs ZBRA
+60.2%
-70.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.0% |
| 7D | +3.0% | -1.5% | +4.5% | +3.7% |
| 30D | -11.3% | -15.6% | +4.3% | -4.4% |
| 3M | -23.0% | -14.5% | -8.5% | -17.6% |
| 6M | +14.8% | +50.9% | -36.2% | -6.6% |
| YTD | -19.4% | +34.8% | -54.3% | -31.8% |
| 1Y | -9.0% | +28.3% | -37.3% | -21.0% |
| All | -10.5% | +60.2% | -70.7% | -36.6% |
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