+1,564.7%
MCD vs ZBH
+287.8%
+1,276.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.3% |
| 7D | -2.8% | -2.8% | 0.0% | -2.2% |
| 30D | -6.0% | -0.1% | -5.9% | -6.0% |
| 3M | -5.6% | +13.4% | -19.0% | -8.5% |
| 6M | -21.9% | +3.0% | -24.8% | -22.8% |
| YTD | -14.7% | +9.7% | -24.4% | -17.1% |
| 1Y | -17.3% | -5.4% | -11.9% | -17.2% |
| 3Y | -2.2% | -15.6% | +13.4% | -0.7% |
| 5Y | +20.3% | -28.1% | +48.4% | +25.3% |
| 10Y | +180.7% | -15.2% | +195.9% | +169.7% |
| All | +1,564.7% | +287.8% | +1,276.9% | +1,103.9% |
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 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