+445.3%
MP vs ZBRA
+38.2%
+407.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.2% |
| YTD | +7.9% | +49.4% | -41.4% | -15.8% |
| 1Y | -15.0% | +16.5% | -31.6% | -25.3% |
| 3Y | +153.5% | +31.5% | +122.1% | +95.6% |
| 5Y | +58.7% | -38.6% | +97.2% | +82.8% |
| All | +445.3% | +38.2% | +407.1% | +375.9% |
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