+206.2%
MLM vs ZBRA
+411.1%
-204.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.3% |
| 7D | +1.4% | +2.6% | -1.2% | +0.6% |
| 30D | -6.5% | -6.4% | -0.2% | -4.6% |
| 3M | -7.4% | +51.3% | -58.7% | -20.1% |
| 6M | -15.8% | +60.5% | -76.3% | -29.3% |
| YTD | -17.4% | +45.2% | -62.6% | -28.8% |
| 1Y | -17.9% | +12.3% | -30.2% | -23.5% |
| 3Y | +18.9% | +37.5% | -18.6% | -1.3% |
| 5Y | +43.4% | -39.2% | +82.6% | +54.4% |
| 10Y | +206.2% | +417.0% | -210.8% | +63.0% |
| All | +206.2% | +411.1% | -204.9% | +63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling