+213.9%
MDT vs ZBH
+272.6%
-58.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -0.2% |
| 7D | +0.4% | -5.2% | +5.6% | +2.7% |
| 30D | +6.0% | -2.4% | +8.4% | +7.1% |
| 3M | +15.5% | +8.3% | +7.3% | +11.4% |
| 6M | +3.4% | +0.7% | +2.7% | +2.6% |
| YTD | -2.2% | +5.3% | -7.5% | -5.1% |
| 1Y | +2.6% | -9.1% | +11.7% | +5.1% |
| 3Y | +27.5% | -19.7% | +47.2% | +35.9% |
| 5Y | -20.1% | -31.3% | +11.2% | -10.0% |
| 10Y | +39.1% | -18.9% | +58.0% | +40.6% |
| All | +213.9% | +272.6% | -58.7% | +70.9% |
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