-16.8%
MCD vs ZBH
-8.1%
-8.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.9% | -4.9% | +2.1% | -2.4% |
| 30D | -6.7% | -3.2% | -3.5% | -6.4% |
| 3M | -9.6% | +5.8% | -15.4% | -10.0% |
| 6M | -22.3% | +2.0% | -24.3% | -22.8% |
| YTD | -15.4% | +5.8% | -21.2% | -16.1% |
| 1Y | -16.8% | -7.9% | -8.9% | -17.3% |
| All | -16.8% | -8.1% | -8.7% | -17.3% |
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