+2,711.7%
MMM vs ZBRA
+8,231.4%
-5,519.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +12.1% | -14.0% | +26.2% | +15.1% |
| 3M | +1.4% | -14.7% | +16.1% | +4.1% |
| 6M | +26.6% | +31.3% | -4.7% | +19.4% |
| YTD | +16.8% | +33.4% | -16.6% | +9.4% |
| 1Y | +10.1% | +34.1% | -24.0% | +3.0% |
| 3Y | +158.4% | +59.9% | +98.5% | +131.7% |
| 5Y | +43.1% | -45.3% | +88.3% | +49.7% |
| 10Y | +74.2% | +384.4% | -310.3% | +29.0% |
| All | +2,711.7% | +8,231.4% | -5,519.8% | +1,377.8% |
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