+2,761.2%
MO vs ZBH
+272.6%
+2,488.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.2% |
| 7D | -2.0% | -5.2% | +3.2% | -0.9% |
| 30D | -0.3% | -2.4% | +2.1% | +0.2% |
| 3M | -2.9% | +8.3% | -11.2% | -4.6% |
| 6M | +5.8% | +0.7% | +5.1% | +5.2% |
| YTD | +22.0% | +5.3% | +16.7% | +20.1% |
| 1Y | +10.7% | -9.1% | +19.8% | +11.7% |
| 3Y | +94.4% | -19.7% | +114.1% | +99.2% |
| 5Y | +97.2% | -31.3% | +128.5% | +106.1% |
| 10Y | +103.0% | -18.9% | +121.9% | +98.5% |
| All | +2,761.2% | +272.6% | +2,488.6% | +2,171.0% |
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