+26.1%
MMM vs ZBRA
-40.4%
+66.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.3% |
| 7D | -2.6% | -1.8% | -0.8% | -2.1% |
| 30D | -9.3% | -8.8% | -0.5% | -7.0% |
| 3M | +5.6% | +47.2% | -41.7% | -7.0% |
| 6M | +9.5% | +61.3% | -51.8% | -6.9% |
| YTD | +4.1% | +42.0% | -37.9% | -8.2% |
| 1Y | +9.4% | +10.5% | -1.1% | +3.5% |
| 3Y | +101.0% | +34.5% | +66.5% | +73.4% |
| 5Y | +26.1% | -40.3% | +66.4% | +25.1% |
| All | +26.1% | -40.4% | +66.5% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling