+270.8%
MXL vs ZBRA
+1,056.3%
-785.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +16.6% | -3.8% | +20.4% | +19.0% |
| 30D | +0.5% | -10.2% | +10.7% | +6.9% |
| 3M | -3.6% | +58.7% | -62.3% | -28.4% |
| 6M | +328.0% | +61.9% | +266.1% | +207.6% |
| YTD | +297.8% | +41.7% | +256.1% | +206.4% |
| 1Y | +339.4% | +12.4% | +327.1% | +290.6% |
| 3Y | +201.7% | +34.2% | +167.6% | +143.2% |
| 5Y | +32.8% | -40.8% | +73.5% | +64.7% |
| 10Y | +274.8% | +420.3% | -145.5% | +67.3% |
| All | +270.8% | +1,056.3% | -785.5% | -30.1% |
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