+629.3%
MMM vs ZBH
+287.8%
+341.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -3.3% | -2.8% | -0.5% | -2.4% |
| 30D | -7.0% | -0.1% | -6.9% | -7.0% |
| 3M | +10.8% | +13.4% | -2.6% | +6.0% |
| 6M | +5.8% | +3.0% | +2.8% | +3.9% |
| YTD | +6.8% | +9.7% | -2.9% | +2.7% |
| 1Y | +10.4% | -5.4% | +15.8% | +10.5% |
| 3Y | +104.7% | -15.6% | +120.3% | +109.6% |
| 5Y | +23.6% | -28.1% | +51.7% | +31.5% |
| 10Y | +54.1% | -15.2% | +69.4% | +48.0% |
| All | +629.3% | +287.8% | +341.5% | +330.0% |
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