-23.5%
MDB vs ZBH
-31.2%
+7.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.4% |
| 7D | -2.8% | -6.6% | +3.8% | +0.4% |
| 30D | -14.9% | -4.9% | -9.9% | -12.9% |
| 3M | +7.3% | +5.1% | +2.2% | +3.8% |
| 6M | +38.2% | +1.3% | +36.8% | +35.4% |
| YTD | -10.9% | +3.4% | -14.3% | -13.7% |
| 1Y | +11.6% | -8.7% | +20.3% | +13.7% |
| 3Y | -0.9% | -21.2% | +20.3% | +6.3% |
| 5Y | -23.5% | -29.2% | +5.7% | -22.2% |
| All | -23.5% | -31.2% | +7.7% | -22.2% |
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