-18.2%
MDT vs ZBRA
-40.4%
+22.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -1.0% |
| 7D | -3.4% | -3.4% | 0.0% | -2.9% |
| 30D | +0.2% | -7.4% | +7.6% | +1.2% |
| 3M | +14.3% | +57.5% | -43.3% | +6.1% |
| 6M | +4.0% | +64.0% | -60.0% | -4.3% |
| YTD | -3.7% | +44.3% | -48.0% | -10.1% |
| 1Y | -0.4% | +10.9% | -11.2% | -3.2% |
| 3Y | +23.3% | +37.5% | -14.2% | +11.8% |
| All | -18.2% | -40.4% | +22.2% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling