-39.6%
ZBRA vs MDY
+46.3%
-85.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +0.7% |
| 7D | -3.4% | -1.9% | -1.6% | -0.8% |
| 30D | -7.4% | -4.6% | -2.8% | -0.9% |
| 3M | +57.5% | -1.2% | +58.7% | +61.2% |
| 6M | +64.0% | +9.2% | +54.8% | +45.9% |
| YTD | +44.3% | +13.1% | +31.2% | +22.4% |
| 1Y | +10.9% | +13.0% | -2.1% | -5.2% |
| 3Y | +37.5% | +49.2% | -11.7% | -17.1% |
| All | -39.6% | +46.3% | -85.9% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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