+37.0%
MDT vs ZBH
-16.2%
+53.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.3% |
| 7D | -3.4% | -4.7% | +1.3% | -1.1% |
| 30D | +0.2% | -4.5% | +4.7% | +2.5% |
| 3M | +14.3% | +7.6% | +6.7% | +10.0% |
| 6M | +4.0% | +0.3% | +3.7% | +3.2% |
| YTD | -3.7% | +4.5% | -8.2% | -6.7% |
| 1Y | -0.4% | -9.4% | +9.0% | +2.5% |
| 3Y | +23.3% | -21.5% | +44.8% | +34.1% |
| 5Y | -18.9% | -28.4% | +9.5% | -9.2% |
| All | +37.0% | -16.2% | +53.2% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling