-3.9%
MCD vs ZBH
+11.3%
-15.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +13.5% | -7.0% | +4.3% |
| 7D | +11.9% | +14.3% | -2.4% | +9.4% |
| 30D | +20.2% | +20.3% | 0.0% | +17.0% |
| 3M | +5.2% | +15.3% | -10.1% | +2.7% |
| 6M | 0.0% | +33.9% | -33.9% | -2.7% |
| YTD | -6.5% | +23.5% | -30.0% | -9.3% |
| 1Y | -3.9% | +7.9% | -11.8% | -7.5% |
| All | -3.9% | +11.3% | -15.3% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling