+30.0%
MGY vs ZBRA
+35.9%
-5.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.2% |
| 7D | +3.5% | -3.4% | +7.0% | +4.2% |
| 30D | +5.3% | -7.4% | +12.7% | +6.7% |
| 3M | +2.6% | +57.5% | -54.9% | -8.5% |
| 6M | -3.3% | +64.0% | -67.3% | -15.6% |
| YTD | +29.2% | +44.3% | -15.1% | +15.8% |
| 1Y | +18.0% | +10.9% | +7.2% | +15.1% |
| 3Y | +30.0% | +37.5% | -7.5% | +9.8% |
| All | +30.0% | +35.9% | -5.9% | +9.8% |
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