+147.4%
MLM vs ZBRA
+372.9%
-225.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -2.9% | -2.5% | -0.4% | -2.1% |
| 30D | +10.4% | -17.0% | +27.4% | +16.6% |
| 3M | -3.7% | -15.0% | +11.3% | +0.8% |
| 6M | -10.3% | +42.2% | -52.4% | -21.7% |
| YTD | -14.8% | +32.4% | -47.2% | -24.5% |
| 1Y | -13.9% | +23.3% | -37.2% | -22.0% |
| 3Y | +18.4% | +55.9% | -37.5% | -6.1% |
| 5Y | +31.8% | -44.8% | +76.6% | +45.7% |
| All | +147.4% | +372.9% | -225.5% | +51.7% |
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