-39.6%
ZBRA vs MKC
-33.0%
-6.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -3.4% | -1.5% | -2.0% | -3.1% |
| 30D | -7.4% | -3.1% | -4.3% | -6.8% |
| 3M | +57.5% | +5.2% | +52.3% | +55.2% |
| 6M | +64.0% | -12.8% | +76.8% | +69.0% |
| YTD | +44.3% | -23.3% | +67.6% | +53.1% |
| 1Y | +10.9% | -24.1% | +35.0% | +17.8% |
| 3Y | +37.5% | -32.1% | +69.6% | +50.5% |
| All | -39.6% | -33.0% | -6.6% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling