+65.8%
MAR vs ZBH
-21.6%
+87.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -2.1% | -6.6% | +4.5% | -0.9% |
| 30D | -5.7% | -4.9% | -0.7% | -4.8% |
| 3M | -14.6% | +5.1% | -19.7% | -15.6% |
| 6M | +1.3% | +1.3% | 0.0% | +0.7% |
| YTD | +6.7% | +3.4% | +3.3% | +5.6% |
| 1Y | +26.4% | -8.7% | +35.1% | +27.1% |
| All | +65.8% | -21.6% | +87.4% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling