+127.0%
MP vs ZBRA
+50.6%
+76.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | -10.5% | -10.9% | +0.3% | -6.6% |
| 30D | -23.5% | -16.6% | -7.0% | -18.1% |
| 3M | -25.4% | -11.6% | -13.8% | -21.9% |
| 6M | -51.3% | +40.2% | -91.4% | -58.2% |
| YTD | -29.9% | +32.6% | -62.5% | -39.6% |
| 1Y | -31.8% | +24.7% | -56.5% | -39.5% |
| 3Y | +127.0% | +56.3% | +70.7% | +27.2% |
| All | +127.0% | +50.6% | +76.4% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling