+3,963.4%
MDT vs ZBRA
+8,767.1%
-4,803.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.2% |
| 7D | -0.3% | -1.8% | +1.5% | -0.1% |
| 30D | +2.8% | -8.8% | +11.6% | +4.1% |
| 3M | +13.1% | +47.2% | -34.1% | +6.2% |
| 6M | +2.3% | +61.3% | -59.0% | -5.5% |
| YTD | -2.7% | +42.0% | -44.7% | -8.8% |
| 1Y | +0.9% | +10.5% | -9.6% | -2.3% |
| 3Y | +26.8% | +34.5% | -7.7% | +17.0% |
| 5Y | -19.5% | -40.3% | +20.8% | -18.1% |
| 10Y | +40.6% | +421.5% | -380.9% | +4.2% |
| All | +3,963.4% | +8,767.1% | -4,803.6% | +1,850.9% |
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