-14.3%
MLM vs ZBRA
+21.2%
-35.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | -4.1% | -10.9% | +6.7% | -2.4% |
| 30D | +8.2% | -16.6% | +24.8% | +11.2% |
| 3M | -3.6% | -11.6% | +8.0% | -1.9% |
| 6M | -15.6% | +40.2% | -55.7% | -22.0% |
| YTD | -16.4% | +32.6% | -49.0% | -23.0% |
| 1Y | -14.3% | +24.7% | -39.0% | -19.5% |
| All | -14.3% | +21.2% | -35.5% | -19.5% |
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