+224.4%
MRK vs ZBRA
+435.2%
-210.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.7% |
| 7D | -4.3% | -3.4% | -0.8% | -3.9% |
| 30D | +8.3% | -7.4% | +15.7% | +9.2% |
| 3M | +20.0% | +57.5% | -37.5% | +13.0% |
| 6M | +25.7% | +64.0% | -38.3% | +17.3% |
| YTD | +38.7% | +44.3% | -5.6% | +31.1% |
| 1Y | +74.7% | +10.9% | +63.8% | +70.3% |
| 3Y | +45.4% | +37.5% | +7.8% | +34.5% |
| 5Y | +129.0% | -39.7% | +168.7% | +137.8% |
| All | +224.4% | +435.2% | -210.8% | +122.3% |
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 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