-32.6%
MOD vs ZBH
+11.3%
-43.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +13.5% | -34.9% | -16.1% |
| 7D | -31.3% | +14.3% | -45.6% | -26.5% |
| 30D | -46.1% | +20.3% | -66.4% | -41.7% |
| 3M | -51.1% | +15.3% | -66.4% | -47.4% |
| 6M | -62.1% | +33.9% | -96.0% | -59.6% |
| YTD | -26.2% | +23.5% | -49.7% | -19.5% |
| 1Y | -32.6% | +7.9% | -40.5% | -26.8% |
| All | -32.6% | +11.3% | -43.9% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling