+524.1%
ZBRA vs MKTX
+1,443.5%
-919.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | -10.2% | +0.8% | -11.0% | -10.4% |
| 3M | +58.7% | +41.1% | +17.5% | +45.8% |
| 6M | +61.9% | -9.5% | +71.5% | +63.5% |
| YTD | +41.7% | -8.7% | +50.4% | +42.5% |
| 1Y | +12.4% | -10.0% | +22.3% | +13.1% |
| 3Y | +34.2% | -24.6% | +58.8% | +36.7% |
| 5Y | -40.8% | -60.3% | +19.5% | -31.2% |
| 10Y | +420.3% | +5.0% | +415.2% | +382.4% |
| All | +524.1% | +1,443.5% | -919.4% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling