+79.1%
MTUM vs ZBRA
-40.4%
+119.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.6% | +0.8% |
| 7D | +0.7% | -3.4% | +4.1% | +1.6% |
| 30D | -2.4% | -7.4% | +5.0% | -0.5% |
| 3M | -3.6% | +57.5% | -61.2% | -15.7% |
| 6M | +23.7% | +64.0% | -40.3% | +6.4% |
| YTD | +22.9% | +44.3% | -21.4% | +8.8% |
| 1Y | +21.8% | +10.9% | +10.9% | +15.5% |
| 3Y | +114.4% | +37.5% | +76.9% | +85.8% |
| All | +79.1% | -40.4% | +119.5% | +120.8% |
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