+433.8%
MAR vs ZBH
-16.2%
+450.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -0.5% | -4.7% | +4.1% | +1.9% |
| 30D | -5.4% | -4.5% | -0.9% | -3.2% |
| 3M | -15.5% | +7.6% | -23.1% | -19.3% |
| 6M | +3.0% | +0.3% | +2.7% | +1.2% |
| YTD | +8.5% | +4.5% | +4.0% | +4.0% |
| 1Y | +26.0% | -9.4% | +35.3% | +28.4% |
| 3Y | +68.6% | -21.5% | +90.1% | +80.5% |
| 5Y | +157.4% | -28.4% | +185.8% | +185.6% |
| All | +433.8% | -16.2% | +450.0% | +411.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling