+1,049.8%
MDB vs ZBH
-10.2%
+1,060.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -17.4% | -2.8% | -14.6% | -16.4% |
| 30D | -2.0% | -0.1% | -1.9% | -2.0% |
| 3M | -3.0% | +13.4% | -16.4% | -9.2% |
| 6M | +48.7% | +3.0% | +45.7% | +45.0% |
| YTD | -12.1% | +9.7% | -21.8% | -16.8% |
| 1Y | +14.5% | -5.4% | +19.9% | +14.7% |
| 3Y | -6.1% | -15.6% | +9.4% | -4.2% |
| 5Y | -27.3% | -28.1% | +0.8% | -20.0% |
| All | +1,049.8% | -10.2% | +1,060.0% | +909.1% |
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 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