+25.2%
MCD vs ZBH
-14.9%
+40.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.3% |
| 7D | +5.9% | +11.3% | -5.3% | +3.7% |
| 30D | +19.6% | +21.5% | -1.9% | +15.3% |
| 3M | +3.3% | +12.5% | -9.2% | +0.8% |
| 6M | +3.5% | +32.3% | -28.8% | -1.8% |
| YTD | -6.1% | +21.4% | -27.6% | -10.0% |
| 1Y | -3.7% | +23.7% | -27.4% | -8.0% |
| 3Y | +13.4% | +7.0% | +6.3% | +9.6% |
| 5Y | +25.2% | -13.2% | +38.4% | +29.6% |
| All | +25.2% | -14.9% | +40.0% | +29.6% |
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 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