+181.2%
MLM vs ZBRA
+402.8%
-221.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | -4.1% | -10.9% | +6.7% | -0.7% |
| 30D | +8.2% | -16.6% | +24.8% | +14.1% |
| 3M | -3.6% | -11.6% | +8.0% | -0.3% |
| 6M | -15.6% | +40.2% | -55.7% | -26.1% |
| YTD | -16.4% | +32.6% | -49.0% | -26.1% |
| 1Y | -14.3% | +24.7% | -39.0% | -22.8% |
| 3Y | +19.3% | +56.3% | -37.0% | -5.7% |
| 5Y | +29.6% | -47.0% | +76.6% | +45.7% |
| All | +181.2% | +402.8% | -221.6% | +57.0% |
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