+213.3%
MCD vs ZBH
+17.3%
+196.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +7.3% | +10.6% | -3.3% | +4.1% |
| 30D | +20.0% | +20.4% | -0.4% | +13.7% |
| 3M | +3.8% | +10.0% | -6.2% | +0.8% |
| 6M | +3.8% | +31.0% | -27.3% | -4.4% |
| YTD | -5.9% | +20.3% | -26.2% | -11.7% |
| 1Y | -3.2% | +22.2% | -25.5% | -9.7% |
| 3Y | +13.3% | +4.7% | +8.5% | +8.0% |
| 5Y | +25.2% | -13.7% | +38.9% | +25.2% |
| 10Y | +213.3% | +19.3% | +194.0% | +168.6% |
| All | +213.3% | +17.3% | +196.1% | +168.6% |
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 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