-40.8%
ZBRA vs MTB
+101.1%
-141.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.5% |
| 7D | -3.8% | -0.4% | -3.3% | -3.5% |
| 30D | -10.2% | -4.6% | -5.6% | -7.8% |
| 3M | +58.7% | +7.4% | +51.3% | +52.5% |
| 6M | +61.9% | +18.7% | +43.2% | +47.1% |
| YTD | +41.7% | +21.1% | +20.6% | +27.5% |
| 1Y | +12.4% | +24.1% | -11.7% | -0.2% |
| 3Y | +34.2% | +115.3% | -81.2% | -8.0% |
| 5Y | -40.8% | +106.0% | -146.8% | -56.9% |
| All | -40.8% | +101.1% | -141.8% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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