+694.7%
MMM vs ZBH
+309.2%
+385.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -0.8% | -2.3% | +1.4% | -0.1% |
| 30D | +11.7% | +12.5% | -0.8% | +7.6% |
| 3M | +1.0% | +3.9% | -2.9% | -0.4% |
| 6M | +26.0% | +25.4% | +0.6% | +16.6% |
| YTD | +16.3% | +15.7% | +0.6% | +9.8% |
| 1Y | +9.6% | +15.2% | -5.5% | +3.5% |
| 3Y | +157.3% | +0.3% | +157.0% | +149.0% |
| 5Y | +42.5% | -16.1% | +58.5% | +44.4% |
| 10Y | +73.4% | +17.8% | +55.6% | +50.8% |
| All | +694.7% | +309.2% | +385.4% | +359.8% |
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