+209.8%
MGY vs ZBH
-20.5%
+230.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.8% |
| 7D | +1.8% | -6.6% | +8.4% | +5.2% |
| 30D | +6.5% | -4.9% | +11.4% | +8.9% |
| 3M | +0.3% | +5.1% | -4.8% | -3.3% |
| 6M | -2.4% | +1.3% | -3.7% | -5.2% |
| YTD | +29.0% | +3.4% | +25.6% | +23.3% |
| 1Y | +17.0% | -8.7% | +25.7% | +18.1% |
| 3Y | +26.2% | -21.2% | +47.4% | +34.5% |
| 5Y | +92.3% | -29.2% | +121.5% | +112.1% |
| All | +209.8% | -20.5% | +230.3% | +189.0% |
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