+1,147.3%
MCHP vs ZBH
+274.1%
+873.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +0.3% | -4.9% | +5.3% | +2.5% |
| 30D | -9.8% | -3.2% | -6.5% | -8.7% |
| 3M | -19.7% | +5.8% | -25.5% | -22.8% |
| 6M | +13.6% | +2.0% | +11.6% | +10.2% |
| YTD | +16.5% | +5.8% | +10.7% | +11.1% |
| 1Y | +15.7% | -7.9% | +23.6% | +15.9% |
| 3Y | 0.0% | -19.4% | +19.3% | +4.7% |
| 5Y | +4.4% | -29.5% | +33.9% | +15.2% |
| 10Y | +201.4% | -15.5% | +216.9% | +198.6% |
| All | +1,147.3% | +274.1% | +873.2% | +547.0% |
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