+1,788.4%
MAR vs ZBH
+287.8%
+1,500.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -4.2% | -2.8% | -1.3% | -2.8% |
| 30D | -6.7% | -0.1% | -6.6% | -6.7% |
| 3M | -12.5% | +13.4% | -25.9% | -18.2% |
| 6M | +0.6% | +3.0% | -2.4% | -2.2% |
| YTD | +9.1% | +9.7% | -0.5% | +2.7% |
| 1Y | +26.2% | -5.4% | +31.6% | +25.8% |
| 3Y | +68.2% | -15.6% | +83.7% | +72.2% |
| 5Y | +163.9% | -28.1% | +192.0% | +189.3% |
| 10Y | +420.6% | -15.2% | +435.8% | +414.3% |
| All | +1,788.4% | +287.8% | +1,500.6% | +881.4% |
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 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