-38.4%
MDB vs ZBH
-13.2%
-25.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.0% | -2.4% | +5.4% | +4.1% |
| 30D | -11.3% | +16.6% | -27.9% | -17.7% |
| 3M | -23.0% | +10.8% | -33.8% | -27.2% |
| 6M | +14.8% | +35.8% | -21.0% | -3.0% |
| YTD | -19.4% | +20.5% | -39.9% | -28.0% |
| 1Y | -9.0% | +22.7% | -31.7% | -19.8% |
| 3Y | -10.3% | +4.9% | -15.2% | -21.8% |
| 5Y | -38.4% | -12.8% | -25.6% | -38.6% |
| All | -38.4% | -13.2% | -25.2% | -38.6% |
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