+954.3%
MDB vs ZBRA
+192.2%
+762.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +0.8% |
| 7D | +3.0% | -1.5% | +4.5% | +4.0% |
| 30D | -11.3% | -15.6% | +4.3% | -2.1% |
| 3M | -23.0% | -14.5% | -8.5% | -15.9% |
| 6M | +14.8% | +50.9% | -36.2% | -13.3% |
| YTD | -19.4% | +34.8% | -54.3% | -36.2% |
| 1Y | -9.0% | +28.3% | -37.3% | -25.9% |
| 3Y | -10.3% | +58.8% | -69.1% | -40.3% |
| 5Y | -38.4% | -44.0% | +5.7% | -23.0% |
| All | +954.3% | +192.2% | +762.1% | +477.0% |
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