-39.6%
ZBRA vs MKTX
-60.5%
+20.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -7.4% | +0.7% | -8.1% | -7.5% |
| 3M | +57.5% | +40.8% | +16.7% | +44.1% |
| 6M | +64.0% | -8.0% | +72.0% | +66.5% |
| YTD | +44.3% | -8.7% | +53.0% | +46.4% |
| 1Y | +10.9% | -11.8% | +22.7% | +13.3% |
| 3Y | +37.5% | -24.0% | +61.6% | +39.5% |
| All | -39.6% | -60.5% | +20.9% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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