+1,737.1%
MCD vs ZBH
+325.5%
+1,411.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +7.3% | +10.6% | -3.3% | +4.7% |
| 30D | +20.0% | +20.4% | -0.4% | +14.7% |
| 3M | +3.8% | +10.0% | -6.2% | +1.3% |
| 6M | +3.8% | +31.0% | -27.3% | -3.0% |
| YTD | -5.9% | +20.3% | -26.2% | -10.7% |
| 1Y | -3.2% | +22.2% | -25.5% | -8.6% |
| 3Y | +13.3% | +4.7% | +8.5% | +9.2% |
| 5Y | +25.2% | -13.7% | +38.9% | +25.0% |
| 10Y | +213.3% | +19.3% | +194.0% | +180.6% |
| All | +1,737.1% | +325.5% | +1,411.6% | +1,197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling