+53.1%
MMM vs ZBRA
+435.2%
-382.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.6% | +0.8% |
| 7D | -2.1% | -3.4% | +1.3% | -1.1% |
| 30D | -9.8% | -7.4% | -2.4% | -7.9% |
| 3M | +4.9% | +57.5% | -52.6% | -9.6% |
| 6M | +7.3% | +64.0% | -56.6% | -9.3% |
| YTD | +4.5% | +44.3% | -39.8% | -8.6% |
| 1Y | +5.4% | +10.9% | -5.5% | -0.7% |
| 3Y | +98.6% | +37.5% | +61.1% | +69.8% |
| 5Y | +27.4% | -39.7% | +67.0% | +33.6% |
| All | +53.1% | +435.2% | -382.1% | -7.2% |
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