+15.6%
MLM vs ZBRA
+58.5%
-42.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -1.1% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +9.0% | -14.0% | +23.1% | +12.3% |
| 3M | -5.6% | -14.7% | +9.1% | -2.7% |
| 6M | -10.7% | +31.3% | -42.0% | -17.1% |
| YTD | -17.2% | +33.4% | -50.6% | -24.0% |
| 1Y | -14.2% | +34.1% | -48.3% | -21.4% |
| 3Y | +15.6% | +59.9% | -44.3% | -1.6% |
| All | +15.6% | +58.5% | -42.9% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling