+15,612.2%
MA vs ZBH
+99.8%
+15,512.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +0.1% |
| 7D | -0.5% | -2.1% | +1.6% | +0.5% |
| 30D | +7.9% | +13.6% | -5.6% | +0.9% |
| 3M | +16.8% | +7.1% | +9.7% | +12.1% |
| 6M | +31.0% | +26.1% | +4.9% | +15.3% |
| YTD | +15.0% | +17.2% | -2.2% | +3.8% |
| 1Y | +17.0% | +17.4% | -0.4% | +5.3% |
| 3Y | +68.5% | +2.0% | +66.4% | +56.2% |
| 5Y | +85.0% | -15.0% | +99.9% | +85.5% |
| 10Y | +561.3% | +19.4% | +542.0% | +427.6% |
| All | +15,612.2% | +99.8% | +15,512.4% | +8,855.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling