-2.2%
MA vs ZBH
-8.1%
+5.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -3.5% | -4.9% | +1.4% | -2.7% |
| 30D | +0.8% | -3.2% | +4.0% | +1.3% |
| 3M | +14.8% | +5.8% | +8.9% | +13.7% |
| 6M | +10.0% | +2.0% | +8.0% | +9.6% |
| YTD | -0.1% | +5.8% | -5.9% | -1.2% |
| 1Y | -2.2% | -7.9% | +5.7% | -2.5% |
| All | -2.2% | -8.1% | +5.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 1y: compounded portfolio wealth divided by compounded ZBH 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…
1y analysis · Full analysis span regression · 6 months rolling