+89.6%
MA vs ZBH
-13.8%
+103.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +1.8% | +10.6% | -8.8% | -1.7% |
| 30D | +11.8% | +20.4% | -8.6% | +5.1% |
| 3M | +17.2% | +10.0% | +7.1% | +13.2% |
| 6M | +33.4% | +31.0% | +2.4% | +21.3% |
| YTD | +16.1% | +20.3% | -4.2% | +7.9% |
| 1Y | +19.9% | +22.2% | -2.3% | +10.6% |
| 3Y | +70.1% | +4.7% | +65.3% | +60.3% |
| 5Y | +89.6% | -13.7% | +103.3% | +98.4% |
| All | +89.6% | -13.8% | +103.4% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling