+8.2%
MDB vs ZBH
-8.1%
+16.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.5% | -4.9% | +0.4% | -3.7% |
| 30D | -14.0% | -3.2% | -10.7% | -13.5% |
| 3M | +5.3% | +5.8% | -0.5% | +4.5% |
| 6M | +31.9% | +2.0% | +29.9% | +30.5% |
| YTD | -14.6% | +5.8% | -20.4% | -15.2% |
| 1Y | +8.2% | -7.9% | +16.2% | +8.1% |
| All | +8.2% | -8.1% | +16.3% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling