+53.1%
MMM vs ZBH
-16.2%
+69.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | -2.1% | -4.7% | +2.5% | -0.6% |
| 30D | -9.8% | -4.5% | -5.3% | -8.6% |
| 3M | +4.9% | +7.6% | -2.6% | +2.0% |
| 6M | +7.3% | +0.3% | +7.1% | +6.3% |
| YTD | +4.5% | +4.5% | 0.0% | +1.9% |
| 1Y | +5.4% | -9.4% | +14.7% | +6.9% |
| 3Y | +98.6% | -21.5% | +120.1% | +108.8% |
| 5Y | +27.4% | -28.4% | +55.8% | +36.0% |
| All | +53.1% | -16.2% | +69.3% | +44.1% |
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 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