-17.3%
MCD vs ZBH
-5.6%
-11.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | -2.8% | -2.8% | 0.0% | -2.6% |
| 30D | -6.0% | -0.1% | -5.9% | -6.0% |
| 3M | -5.6% | +13.4% | -19.0% | -6.4% |
| 6M | -21.9% | +3.0% | -24.8% | -22.5% |
| YTD | -14.7% | +9.7% | -24.4% | -15.7% |
| 1Y | -17.3% | -5.4% | -11.9% | -18.1% |
| All | -17.3% | -5.6% | -11.7% | -18.1% |
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