+1,049.8%
MDB vs ZBRA
+223.7%
+826.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.9% |
| 7D | -17.4% | +1.8% | -19.2% | -18.4% |
| 30D | -2.0% | -1.7% | -0.3% | -1.2% |
| 3M | -3.0% | +47.8% | -50.8% | -25.2% |
| 6M | +48.7% | +56.7% | -8.1% | +9.2% |
| YTD | -12.1% | +49.4% | -61.5% | -34.4% |
| 1Y | +14.5% | +16.5% | -2.0% | -1.9% |
| 3Y | -6.1% | +31.5% | -37.6% | -29.1% |
| 5Y | -27.3% | -38.6% | +11.3% | -14.1% |
| All | +1,049.8% | +223.7% | +826.1% | +493.2% |
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