+26.1%
MMM vs ZBH
-31.0%
+57.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -2.6% | -4.9% | +2.3% | -1.2% |
| 30D | -9.3% | -3.2% | -6.1% | -8.5% |
| 3M | +5.6% | +5.8% | -0.3% | +3.5% |
| 6M | +9.5% | +2.0% | +7.5% | +8.1% |
| YTD | +4.1% | +5.8% | -1.6% | +1.5% |
| 1Y | +9.4% | -7.9% | +17.3% | +10.4% |
| 3Y | +101.0% | -19.4% | +120.3% | +109.3% |
| 5Y | +26.1% | -29.5% | +55.6% | +31.9% |
| All | +26.1% | -31.0% | +57.1% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling