+13,824.1%
MA vs ZBH
+86.9%
+13,737.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.7% |
| 7D | -2.7% | -2.8% | +0.1% | -1.3% |
| 30D | +1.5% | -0.1% | +1.6% | +1.5% |
| 3M | +20.4% | +13.4% | +7.0% | +12.5% |
| 6M | +11.1% | +3.0% | +8.2% | +7.9% |
| YTD | +2.0% | +9.7% | -7.7% | -4.3% |
| 1Y | -2.2% | -5.4% | +3.2% | -2.3% |
| 3Y | +41.9% | -15.6% | +57.5% | +45.6% |
| 5Y | +75.4% | -28.1% | +103.5% | +92.5% |
| 10Y | +527.5% | -15.2% | +542.8% | +496.3% |
| All | +13,824.1% | +86.9% | +13,737.2% | +8,156.7% |
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