+181.3%
MCD vs ZBH
-18.0%
+199.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.9% | -4.9% | +2.1% | -1.5% |
| 30D | -6.7% | -3.2% | -3.5% | -5.9% |
| 3M | -9.6% | +5.8% | -15.4% | -11.2% |
| 6M | -22.3% | +2.0% | -24.3% | -23.2% |
| YTD | -15.4% | +5.8% | -21.2% | -17.5% |
| 1Y | -16.8% | -7.9% | -8.9% | -16.1% |
| 3Y | -2.4% | -19.4% | +17.0% | +0.9% |
| 5Y | +19.4% | -29.5% | +48.9% | +26.5% |
| 10Y | +181.3% | -15.5% | +196.9% | +153.5% |
| All | +181.3% | -18.0% | +199.3% | +153.5% |
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 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