+698.0%
MMM vs ZBH
+309.2%
+388.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -0.4% | -2.3% | +1.9% | +0.3% |
| 30D | +12.1% | +12.5% | -0.3% | +8.0% |
| 3M | +1.4% | +3.9% | -2.5% | 0.0% |
| 6M | +26.6% | +25.4% | +1.1% | +17.0% |
| YTD | +16.8% | +15.7% | +1.1% | +10.2% |
| 1Y | +10.1% | +15.2% | -5.1% | +4.0% |
| 3Y | +158.4% | +0.3% | +158.1% | +150.1% |
| 5Y | +43.1% | -16.1% | +59.1% | +45.0% |
| 10Y | +74.2% | +17.8% | +56.3% | +51.4% |
| All | +698.0% | +309.2% | +388.8% | +361.7% |
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