+3,070.5%
MLM vs ZBRA
+2,994.5%
+76.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.8% |
| 7D | -2.9% | +1.8% | -4.7% | -3.3% |
| 30D | -6.8% | -1.7% | -5.1% | -6.5% |
| 3M | -11.2% | +47.8% | -59.0% | -19.4% |
| 6M | -21.8% | +56.7% | -78.6% | -30.3% |
| YTD | -17.0% | +49.4% | -66.4% | -25.4% |
| 1Y | -16.4% | +16.5% | -32.9% | -21.0% |
| 3Y | +14.5% | +31.5% | -17.0% | +2.6% |
| 5Y | +41.7% | -38.6% | +80.3% | +46.7% |
| 10Y | +200.0% | +421.0% | -220.9% | +97.0% |
| All | +3,070.5% | +2,994.5% | +76.1% | +1,391.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling