+67.3%
MA vs ZBH
-31.2%
+98.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.2% |
| 7D | -1.8% | -5.2% | +3.5% | 0.0% |
| 30D | +1.4% | -2.4% | +3.8% | +2.2% |
| 3M | +17.7% | +8.3% | +9.5% | +14.4% |
| 6M | +9.7% | +0.7% | +9.0% | +8.7% |
| YTD | +0.5% | +5.3% | -4.9% | -2.2% |
| 1Y | -2.1% | -9.1% | +7.0% | -0.3% |
| 3Y | +40.1% | -19.7% | +59.8% | +47.8% |
| All | +67.3% | -31.2% | +98.6% | +79.4% |
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