+3,680.6%
MCO vs ZBH
+269.7%
+3,410.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | -3.8% | -4.7% | +0.9% | -1.7% |
| 30D | -0.4% | -4.5% | +4.1% | +1.7% |
| 3M | +7.7% | +7.6% | +0.2% | +3.8% |
| 6M | +7.0% | +0.3% | +6.7% | +5.7% |
| YTD | -6.4% | +4.5% | -10.9% | -9.5% |
| 1Y | -7.6% | -9.4% | +1.7% | -5.7% |
| 3Y | +43.2% | -21.5% | +64.7% | +52.3% |
| 5Y | +29.6% | -28.4% | +58.0% | +41.9% |
| 10Y | +389.2% | -16.5% | +405.8% | +365.3% |
| All | +3,680.6% | +269.7% | +3,410.9% | +2,059.0% |
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