+588.8%
MET vs ZBH
+287.8%
+301.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.2% |
| 7D | +1.2% | -2.8% | +4.0% | +2.7% |
| 30D | +1.4% | -0.1% | +1.5% | +1.4% |
| 3M | +17.7% | +13.4% | +4.3% | +9.1% |
| 6M | +35.0% | +3.0% | +32.0% | +30.6% |
| YTD | +26.3% | +9.7% | +16.6% | +17.9% |
| 1Y | +22.8% | -5.4% | +28.2% | +22.8% |
| 3Y | +65.9% | -15.6% | +81.5% | +71.1% |
| 5Y | +85.4% | -28.1% | +113.5% | +103.7% |
| 10Y | +253.7% | -15.2% | +268.9% | +232.9% |
| All | +588.8% | +287.8% | +301.0% | +208.4% |
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