+423.9%
ZBRA vs MKC
+29.9%
+394.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -3.4% | -1.5% | -2.0% | -2.9% |
| 30D | -7.4% | -3.1% | -4.3% | -6.6% |
| 3M | +57.5% | +5.2% | +52.3% | +54.1% |
| 6M | +64.0% | -12.8% | +76.8% | +70.7% |
| YTD | +44.3% | -23.3% | +67.6% | +56.3% |
| 1Y | +10.9% | -24.1% | +35.0% | +20.2% |
| 3Y | +37.5% | -32.1% | +69.6% | +53.4% |
| 5Y | -39.7% | -32.8% | -6.9% | -33.7% |
| All | +423.9% | +29.9% | +394.0% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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