-10.5%
MLM vs ZBRA
+25.3%
-35.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +9.1% | -13.6% | +22.7% | +11.5% |
| 30D | +14.6% | -11.5% | +26.1% | +16.6% |
| 3M | +0.3% | -9.9% | +10.2% | +1.7% |
| 6M | -7.5% | +48.6% | -56.1% | -15.4% |
| YTD | -10.2% | +36.9% | -47.1% | -17.5% |
| 1Y | -10.5% | +27.7% | -38.2% | -16.2% |
| All | -10.5% | +25.3% | -35.8% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling