+210.4%
MGY vs ZBRA
+243.3%
-32.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -0.4% |
| 7D | +3.5% | -3.4% | +7.0% | +4.6% |
| 30D | +5.3% | -7.4% | +12.7% | +7.7% |
| 3M | +2.6% | +57.5% | -54.9% | -14.3% |
| 6M | -3.3% | +64.0% | -67.3% | -21.5% |
| YTD | +29.2% | +44.3% | -15.1% | +8.5% |
| 1Y | +18.0% | +10.9% | +7.2% | +8.8% |
| 3Y | +30.0% | +37.5% | -7.5% | +5.4% |
| 5Y | +92.7% | -39.7% | +132.3% | +107.9% |
| All | +210.4% | +243.3% | -32.9% | +106.1% |
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