+195.2%
MCD vs ZBH
+19.2%
+176.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.4% |
| 7D | -1.6% | -2.1% | +0.6% | -1.0% |
| 30D | +16.0% | +13.6% | +2.5% | +11.8% |
| 3M | 0.0% | +7.1% | -7.1% | -2.2% |
| 6M | +0.9% | +26.1% | -25.1% | -5.9% |
| YTD | -8.7% | +17.2% | -25.9% | -13.8% |
| 1Y | -8.6% | +17.4% | -25.9% | -13.7% |
| 3Y | +9.9% | +2.0% | +7.8% | +5.5% |
| 5Y | +22.6% | -15.0% | +37.6% | +23.0% |
| All | +195.2% | +19.2% | +176.0% | +153.8% |
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