+40.1%
MA vs ZBH
-19.5%
+59.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.7% |
| 7D | -1.8% | -5.2% | +3.5% | -0.7% |
| 30D | +1.4% | -2.4% | +3.8% | +1.9% |
| 3M | +17.7% | +8.3% | +9.5% | +15.8% |
| 6M | +9.7% | +0.7% | +9.0% | +9.2% |
| YTD | +0.5% | +5.3% | -4.9% | -1.0% |
| 1Y | -2.1% | -9.1% | +7.0% | -1.0% |
| 3Y | +40.1% | -19.7% | +59.8% | +46.2% |
| All | +40.1% | -19.5% | +59.6% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling