+453.7%
MP vs ZBRA
+34.3%
+419.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.4% | +2.9% |
| 7D | +3.0% | +2.6% | +0.5% | +1.7% |
| 30D | +8.3% | -6.4% | +14.7% | +11.8% |
| 3M | -3.8% | +51.3% | -55.1% | -23.6% |
| 6M | -4.9% | +60.5% | -65.4% | -27.1% |
| YTD | +9.6% | +45.2% | -35.6% | -13.3% |
| 1Y | -11.7% | +12.3% | -24.1% | -21.0% |
| 3Y | +158.5% | +37.5% | +121.0% | +93.6% |
| 5Y | +68.9% | -39.2% | +108.1% | +95.5% |
| All | +453.7% | +34.3% | +419.4% | +389.8% |
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 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