+97.9%
MMM vs ZBH
-19.7%
+117.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -2.6% | -4.9% | +2.3% | -1.5% |
| 30D | -9.3% | -3.2% | -6.1% | -8.7% |
| 3M | +5.6% | +5.8% | -0.3% | +4.0% |
| 6M | +9.5% | +2.0% | +7.5% | +8.4% |
| YTD | +4.1% | +5.8% | -1.6% | +2.1% |
| 1Y | +9.4% | -7.9% | +17.3% | +10.2% |
| All | +97.9% | -19.7% | +117.6% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling