+58.1%
MP vs ZBRA
-38.9%
+97.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.7% |
| 7D | -2.9% | +1.8% | -4.6% | -3.7% |
| 30D | +13.8% | -1.7% | +15.5% | +14.9% |
| 3M | -16.7% | +47.8% | -64.5% | -32.8% |
| 6M | -11.5% | +56.7% | -68.2% | -31.3% |
| YTD | +7.9% | +49.4% | -41.4% | -15.9% |
| 1Y | -15.0% | +16.5% | -31.6% | -25.3% |
| 3Y | +153.5% | +31.5% | +122.1% | +94.0% |
| All | +58.1% | -38.9% | +97.0% | +118.9% |
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 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