+254.1%
MP vs ZBRA
+22.7%
+231.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | -10.5% | -10.9% | +0.3% | -5.6% |
| 30D | -23.5% | -16.6% | -7.0% | -16.6% |
| 3M | -25.4% | -11.6% | -13.8% | -21.0% |
| 6M | -51.3% | +40.2% | -91.4% | -60.2% |
| YTD | -29.9% | +32.6% | -62.5% | -42.3% |
| 1Y | -31.8% | +24.7% | -56.5% | -42.0% |
| 3Y | +127.0% | +56.3% | +70.7% | +56.0% |
| 5Y | -3.3% | -47.0% | +43.7% | +19.5% |
| All | +254.1% | +22.7% | +231.4% | +226.3% |
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