+30.7%
MCO vs ZBH
-28.6%
+59.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -3.8% | -4.7% | +0.9% | -2.1% |
| 30D | -0.4% | -4.5% | +4.1% | +1.3% |
| 3M | +7.7% | +7.6% | +0.2% | +4.7% |
| 6M | +7.0% | +0.3% | +6.7% | +6.1% |
| YTD | -6.4% | +4.5% | -10.9% | -8.8% |
| 1Y | -7.6% | -9.4% | +1.7% | -5.7% |
| 3Y | +43.2% | -21.5% | +64.7% | +53.6% |
| All | +30.7% | -28.6% | +59.3% | +33.8% |
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