+2,469.7%
MMM vs ZBRA
+9,227.6%
-6,757.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.1% |
| 7D | -3.3% | +1.8% | -5.1% | -3.6% |
| 30D | -7.0% | -1.7% | -5.3% | -6.8% |
| 3M | +10.8% | +47.8% | -36.9% | +2.6% |
| 6M | +5.8% | +56.7% | -51.0% | -3.4% |
| YTD | +6.8% | +49.4% | -42.6% | -1.8% |
| 1Y | +10.4% | +16.5% | -6.2% | +5.7% |
| 3Y | +104.7% | +31.5% | +73.2% | +89.4% |
| 5Y | +23.6% | -38.6% | +62.1% | +26.7% |
| 10Y | +54.1% | +421.0% | -366.8% | +12.7% |
| All | +2,469.7% | +9,227.6% | -6,757.9% | +1,225.9% |
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