-10.5%
MDB vs ZBH
+3.8%
-14.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.0% | -2.4% | +5.4% | +3.2% |
| 30D | -11.3% | +16.6% | -27.9% | -12.5% |
| 3M | -23.0% | +10.8% | -33.8% | -23.6% |
| 6M | +14.8% | +35.8% | -21.0% | +10.6% |
| YTD | -19.4% | +20.5% | -39.9% | -21.0% |
| 1Y | -9.0% | +22.7% | -31.7% | -11.0% |
| All | -10.5% | +3.8% | -14.3% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling