+20.4%
MCD vs ZBH
-30.7%
+51.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +4.0% | +0.7% |
| 7D | -2.0% | -5.2% | +3.2% | -1.2% |
| 30D | -6.1% | -2.4% | -3.7% | -5.8% |
| 3M | -7.3% | +8.3% | -15.5% | -8.6% |
| 6M | -20.9% | +0.7% | -21.6% | -21.3% |
| YTD | -14.7% | +5.3% | -20.0% | -15.8% |
| 1Y | -16.1% | -9.1% | -7.0% | -15.5% |
| 3Y | -1.5% | -19.7% | +18.2% | +1.1% |
| 5Y | +20.4% | -31.3% | +51.7% | +22.9% |
| All | +20.4% | -30.7% | +51.2% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling