+24.2%
MDT vs ZBRA
+33.4%
-9.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | -3.8% | +2.2% | -1.2% |
| 30D | +1.0% | -10.2% | +11.2% | +2.1% |
| 3M | +15.2% | +58.7% | -43.5% | +9.0% |
| 6M | +3.7% | +61.9% | -58.2% | -2.5% |
| YTD | -3.0% | +41.7% | -44.6% | -7.7% |
| 1Y | +2.5% | +12.4% | -9.9% | +0.1% |
| All | +24.2% | +33.4% | -9.2% | +15.6% |
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