+5,744.5%
MU vs ZBRA
+425.5%
+5,319.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | +2.0% | -3.8% | +5.8% | +4.0% |
| 30D | +12.5% | -10.2% | +22.7% | +18.9% |
| 3M | +9.6% | +58.7% | -49.1% | -16.1% |
| 6M | +142.6% | +61.9% | +80.7% | +80.6% |
| YTD | +242.7% | +41.7% | +201.0% | +169.8% |
| 1Y | +599.3% | +12.4% | +586.9% | +522.4% |
| 3Y | +1,308.3% | +34.2% | +1,274.1% | +1,010.2% |
| 5Y | +1,263.7% | -40.8% | +1,304.5% | +1,507.8% |
| All | +5,744.5% | +425.5% | +5,319.0% | +2,473.6% |
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